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Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
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Binding: Hardcover
Dewey Decimal Number: 332.64
EAN: 9780195301649
ISBN: 0195301641
Label: Oxford University Press, USA
Manufacturer: Oxford University Press, USA
Number Of Items: 1
Number Of Pages: 208
Publication Date: January 04, 2007
Publisher: Oxford University Press, USA
Studio: Oxford University Press, USA
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Editorial Review:
Discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.
Customer Reviews
Average Rating: 
Rating: - Knowing the Market
The book by Professor Hasbrouck "Empirical Market Microstructure" is an excellent additon to the recent literature on market microstructure. by focussing on empirical modelling of various aspects of market microstructure, the book fills a much needed gap between high end practionaers and academia. It complements the theoretical book by Professor O'Hara, and concisely presents a great deal of empirical work done by Prof. Hasbrouck himself in this field.
Ocassionally the book reads like ... Read More
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