Market Microstructure Theory

Market Microstructure Theory
Author: Maureen O'Hara
Publisher: John Wiley & Sons
Total Pages: 310
Release: 1998-03-06
Genre: Business & Economics
ISBN: 0631207619


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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.


Market Microstructure Theory
Language: en
Pages: 310
Authors: Maureen O'Hara
Categories: Business & Economics
Type: BOOK - Published: 1998-03-06 - Publisher: John Wiley & Sons

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Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important
Market Microstructure In Practice (Second Edition)
Language: en
Pages: 368
Authors: Laruelle Sophie
Categories: Business & Economics
Type: BOOK - Published: 2018-01-18 - Publisher: World Scientific

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This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and in
Empirical Market Microstructure
Language: en
Pages: 209
Authors: Joel Hasbrouck
Categories: Business & Economics
Type: BOOK - Published: 2007-01-04 - Publisher: Oxford University Press

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The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b
Market Microstructure
Language: en
Pages: 194
Authors: Frédéric Abergel
Categories: Business & Economics
Type: BOOK - Published: 2012-04-03 - Publisher: John Wiley & Sons

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The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institu
Trading and Exchanges
Language: en
Pages: 664
Authors: Larry Harris
Categories: Business & Economics
Type: BOOK - Published: 2003 - Publisher: OUP USA

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Focusing on market microstructure, Harris (chief economist, U.S. Securities and Exchange Commission) introduces the practices and regulations governing stock tr