Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading Book + PRICE WATCH * Amazon pricing is not included in price watch

Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading Book

Discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.Read More

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  • Blackwell

    The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. Empirical Market Microstructure is about the institutions that have evolved to handle our...

  • 0195301641
  • 9780195301649
  • Joel Hasbrouck
  • 18 January 2007
  • OUP USA
  • Hardcover (Book)
  • 208
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