Empirical Market Microstructure: The Institutions, Economics,

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

The book discusses the mechanisms by which securities are traded, as well as examining economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.
Country USA
Brand Oxford University Press, USA
Manufacturer Oxford University Press
Binding Hardcover
ItemPartNumber 9780195301649
Model 9780195301649
UnitCount 1
EANs 9780195301649
ReleaseDate 0000-00-00

Market Microstructure Theory

Market Liquidity: Theory, Evidence, and Policy

Trading and Exchanges: Market Microstructure for Practitioners

Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk)

Market Microstructure in Practice

Algorithmic Trading and DMA: An introduction to direct access trading strategies

Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market

The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition (Springer Series in Statistics)

Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading

Time Series Analysis

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