| Market Microstructure Theory Revised Edition Contributor(s): O'Hara, Maureen (Author) |
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ISBN: 0631207619 ISBN-13: 9780631207610 Publisher: Wiley OUR PRICE: $38.70 Product Type: Paperback - Other Formats Published: March 1998 Annotation: Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance. After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including:
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| Additional Information |
| BISAC Categories: - Business & Economics | Marketing - General - Business & Economics | Economics - General - Business & Economics | Investments & Securities - General |
| Dewey: 332.632 |
| LCCN: 94028078 |
| Physical Information: 0.68" H x 6.58" W x 9.2" (1.01 lbs) 304 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance. |