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

Joel Hasbrouck
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Joel Hasbrouck: New York University

in OUP Catalogue from Oxford University Press

Abstract: The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.

Date: 2007
ISBN: 9780195301649
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