£28.69
Empirical Market Microstructure
The Institutions, Economics, and Econometrics of Securities Trading
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.