Empirical Market Microstructure
The Institutions, Economics, and Econometrics of Securities Trading
by Joel Hasbrouck
📕 Empirical Market Microstructure – Read More 📕
- Genres: finance, economics
- Publisher: Oxford University Press, USA
- Language: english
- Release date: December 1, 2006
- Author: Joel Hasbrouck
- Format: hardcover, 198 pages
- ISBN: 9780195301649 (0195301641)
About The 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.
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