Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading by Joel Hasbrouck
Oxford University Press | January 4, 2007 | English | ISBN: 0195301641 | 208 pages | PDF | 2 MB
Oxford University Press | January 4, 2007 | English | ISBN: 0195301641 | 208 pages | PDF | 2 MB
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.