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Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
Joel Hasbrouck
€ 88.35
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Description for Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
Hardback. The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies. Num Pages: 208 pages, 24 line illus. BIC Classification: KC; KFFM. Category: (P) Professional & Vocational; (UF) Further/Higher Education. Dimension: 240 x 166 x 19. Weight in Grams: 458.
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.
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.
Product Details
Publisher
Oxford University Press Inc
Number of pages
208
Format
Hardback
Publication date
2007
Condition
New
Weight
458g
Number of Pages
208
Place of Publication
New York, United States
ISBN
9780195301649
SKU
V9780195301649
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-1
About Joel Hasbrouck
Joel Hasbrouck is the Kenneth G. Langone Professor of Business Administration and Professor of Finance at the Stern School of Business, New York University. In addition to teaching at Stern, he has served as a constultant to the New York Stock Exchange and the American Stock Exchange, and on the scientific adviosry board of ITG, Inc. and Nasdaq's economic advisory ... Read more
Reviews for Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
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 ... Read more