Home / Search / Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
ISBN-13 · 9780195301649ISBN-10 · 0195301641Publisher · Oxford Univ PRFormat · Hardcover, 208 pagesPublished · 2007Language · English
Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
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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.