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Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure.

Quantitative methods (economics) --- Money market. Capital market --- Time-series analysis --- Economics --- Série chronologique --- Economie politique --- Mathematical models --- Modèles mathématiques --- Finance --- Time-series analysis. --- Econometric models. --- Econometric models --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- Finance - Econometric models --- 332 --- 303.8 --- 305.91 --- 339.42 --- AA / International- internationaal --- 330.115 --- 336.7 --- 519.2 --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- 336.7 Geldwezen. Kredietwezen. Bankwezen. Financien. Monetaire econonomie. Beurswezen --- Geldwezen. Kredietwezen. Bankwezen. Financien. Monetaire econonomie. Beurswezen --- 330.115 Econometrie --- Econometrie --- Econometrische behandeling van een onderwerp --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Financiële analyse

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International finance

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