Empirical Market Microstructure

Empirical Market Microstructure
Author :
Publisher : Oxford University Press
Total Pages : 209
Release :
ISBN-10 : 9780198041306
ISBN-13 : 0198041306
Rating : 4/5 (06 Downloads)

Book Synopsis Empirical Market Microstructure by : Joel Hasbrouck

Download or read book Empirical Market Microstructure written by Joel Hasbrouck and published by Oxford University Press. This book was released on 2007-01-04 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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"The process by which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical