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

Hasbrouck, Joel

Rilegato

ISBN 10: 0195301641 ISBN 13: 9780195301649

Casa editrice: OUP USA, 2007

Riassunto

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

Su questo libro

Recensione:

Joel Hasbrouck provides the first integrated introduction to the most important models of empirical market microstructure. The development is logical and easy to follow. Students and practioners will undoubtedly greatly appreciate the care with which Hasbrouck has identified the strengths and weaknesses of the models, and their relations to each other. This book represents an outstanding synthesis of academic work over the last 20 years. (Larry Harris, Fred V. Keenan Chair in Finance, USC Marshall School of Business and author of Trading and Exchanges (OUP, 2002))

L'autore:

Joel Hasbrouck is the Kenneth G. Langone Professor of Business Administration and Professor of Finance at the Stern School of Business, New York University. In addition to teaching at Stern, he has served as a constultant to the New York Stock Exchange and the American Stock Exchange, and on the scientific adviosry board of ITG, Inc. and Nasdaq's economic advisory board.

Su questa edizione

• Editore: OUP USA
• Data di pubblicazione: 2007
• ISBN 10: 0195301641
• ISBN 13: 9780195301649
• Rilegatura: Copertina rigida
• Numero di pagine: 208