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Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading (Repost)

Posted By: AlexGolova
Date: 8 Jun 2020 19:27:29
Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading (Repost)

Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading by Joel Hasbrouck
English | January 4, 2007 | ISBN: 0195301641 | 198 pages | AZW3 | 4.85 MB

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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