HomeLibraryEmpirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
ISBN-13: 9780195301649
Hardcover
208 Pages
Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
by Hasbrouck, Joel
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Product Details
ISBN-139780195301649
ISBN-100195301641
PublisherOxford Univ PR
Published01-2007
Edition1st
LanguageEnglish
FormatHardcover
Pages208
About This Book
The book discusses the mechanisms by which securities are traded, as well as examining economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.