Empirical Market Microstructure

£28.69

Empirical Market Microstructure

The Institutions, Economics, and Econometrics of Securities Trading

Microeconomics Econometrics and economic statistics Economic systems and structures Finance and accounting

Author: Joel Hasbrouck

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Language: English

Published by: Oxford University Press

Published on: 4th January 2007

Format: LCP-protected ePub

Size: 19 Mb

ISBN: 9780199885329


Introduction

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena.

About the Book

This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce.

Features

The book includes numerous exercises.

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