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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