Empirical Market Microstructure

The Institutions, Economics, and Econometrics of Securities Trading

Business & Finance, Economics, Econometrics, Finance & Investing, Finance
Cover of the book Empirical Market Microstructure by Joel Hasbrouck, Oxford University Press
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Author: Joel Hasbrouck ISBN: 9780199885329
Publisher: Oxford University Press Publication: January 4, 2007
Imprint: Oxford University Press Language: English
Author: Joel Hasbrouck
ISBN: 9780199885329
Publisher: Oxford University Press
Publication: January 4, 2007
Imprint: Oxford University Press
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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

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