Empirical Market Microstructure
Download or Read eBook Empirical Market Microstructure PDF 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.
| Author | : Joel Hasbrouck |
| Publisher | : Oxford University Press |
| Total Pages | : 209 |
| Release | : 2007-01-04 |
| ISBN-10 | : 9780198041306 |
| ISBN-13 | : 0198041306 |
| Rating | : 4/5 (06 Downloads) |
Book Synopsis Empirical Market Microstructure by : Joel Hasbrouck
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.
