Empirical Market Microstructure
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Empirical Market Microstructure
Author: Joel Hasbrouck
language: en
Publisher: Oxford University Press
Release Date: 2007-01-04
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.
Empirical Market Microstructure
Author: Joel Hasbrouck
language: en
Publisher: Oxford University Press
Release Date: 2007-01-04
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.
The Microstructure of Financial Markets
Author: Frank de Jong
language: en
Publisher: Cambridge University Press
Release Date: 2009-05-14
The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.