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Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading de Joel Hasbrouck

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

Autor Joel Hasbrouck
en Limba Engleză Hardback – 18 ian 2007
The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.
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Livrare economică 27 februarie-13 martie

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Specificații

ISBN-13: 9780195301649
ISBN-10: 0195301641
Pagini: 208
Ilustrații: 24 line illus.
Dimensiuni: 237 x 165 x 21 mm
Greutate: 0.45 kg
Ediția:2
Editura: Oxford University Press
Colecția OUP USA
Locul publicării:New York, United States

Recenzii

Joel Hasbrouck provides the first integrated introduction to the most important models of empirical market microstructure. The development is logical and easy to follow. Students and practioners will undoubtedly greatly appreciate the care with which Hasbrouck has identified the strengths and weaknesses of the models, and their relations to each other. This book represents an outstanding synthesis of academic work over the last 20 years.