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Microstructure under the Microscope: Tools to Survive and Thrive in the Age of (Too Much) Information

Ravi Kashyap
The Journal of Trading Spring 2017, 12 (2) 5-27; DOI: https://doi.org/10.3905/jot.2017.12.2.005
Ravi Kashyap
is a quantitative specialist at IHS Markit and a research affiliate of the City University of Hong Kong in Hong Kong.
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  • For correspondence: ravi.kashyap@stern.nyu.edu
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The Journal of Trading: 12 (2)
The Journal of Trading
Vol. 12, Issue 2
Spring 2017
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Microstructure under the Microscope: Tools to Survive and Thrive in the Age of (Too Much) Information
Ravi Kashyap
The Journal of Trading Mar 2017, 12 (2) 5-27; DOI: 10.3905/jot.2017.12.2.005

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Microstructure under the Microscope: Tools to Survive and Thrive in the Age of (Too Much) Information
Ravi Kashyap
The Journal of Trading Mar 2017, 12 (2) 5-27; DOI: 10.3905/jot.2017.12.2.005
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  • Article
    • Abstract
    • OBJECTIVELY SUBJECTIVE
    • METHODOLOGICAL FUNDAMENTALS
    • FROM SYMBOLS TO NUMBERS, EMPIRICAL ILLUSTRATIONS ACROSS MARKETS
    • POSSIBILITIES FOR FUTURE RESEARCH
    • CONCLUSIONS
    • APPENDIX A
    • ENDNOTES
    • REFERENCES
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