9780631207610
Market Microstructure Theory
Maureen O'Hara
ISBN 13: 9780631207610
Publisher: Blackwell Pub
Publication Date: 1997
Binding: Softcover
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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. After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models of specific microstructure problems including liquidity, multimarket trading, market structure, and market design. Market Microstructure Theory includes extensive appendices developing Bayesian learning and the rational expectations framework.
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Book Description: John Wiley and Sons Ltd, United Kingdom, 1998. Paperback. Book Condition: New. Reprint. 229 x 151 mm. Brand New Book with Free Worldwide Delivery. 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. Bookseller Inventory # AAU9780631207610 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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Book Description: John Wiley and Sons Ltd. Paperback. Book Condition: new. BRAND NEW, Market Microstructure Theory, Maureen O'Hara, 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. Bookseller Inventory # B9780631207610 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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Book Description: 1998. Paperback. Book Condition: New. 167mm x 17mm x 234mm. 304 pages. 0.458. Bookseller Inventory # 9780631207610 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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Market Microstructure Theory (ISBN: 9780631207610) O'Hara, Maureen Quantity Available: 2
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