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

By: Joel Hasbrouck

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ISBN
9780199885329
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eBook
 
 

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Description
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Discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.
ISBN:
9780199885329
Publication Date:
08 / 12 / 2006

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