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

Posted By: elodar
Date: Jan. 10, 2017

Joel Hasbrouck, "Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading"
English | 2007-01-04 | ISBN: 0195301641 | 203 pages | PDF | 2.13 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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