HomeBusiness & Finance BooksEmpirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
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Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading

HardcoverJanuary 4, 2007
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ISBN-13: 9780195301649 ISBN-10: 0195301641
Publisher
Oxford University Press, USA
Binding
Hardcover
Published
January 4, 2007
Weight
1.3 lbs
Dimensions
2.10×23.70×16.50 cm

About this book

Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading by Hasbrouck, Joel. Hardcover edition. ISBN: 9780195301649.

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.