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

Online ISBN:
9780197710128
Print ISBN:
9780195301649
Publisher:
Oxford University Press
Book

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

Published online:
31 October 2023
Published in print:
4 January 2007
Online ISBN:
9780197710128
Print ISBN:
9780195301649
Publisher:
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.

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