Empirical market microstructure: the institutions, economics, and econometrics of securities trading
Auteur :
Hasbrouck, Joel
Éditeur :
Oxford University Press Inc
ISBN :
9780195301649
Date de publication :
18 janv. 2007
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
500 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.