Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
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Book Details
Author(s)Joel Hasbrouck
PublisherOxford University Press
ISBN / ASIN0195301641
ISBN-139780195301649
AvailabilityUsually ships in 24 hours
Sales Rank288,076
CategoryBusiness & Economics
MarketplaceUnited States 🇺🇸
Description ▲
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.
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