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

By Joel Hasbrouck

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.

• Format: Hardcover
• Language: English
• ISBN: 0195301641
• ISBN13: 9780195301649
• Release Date: January 2007
• Publisher: Oxford Univ PR
• Length: 208 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.8" x 9.3" x 6.5"