Items related to Market Microstructure Theory
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.
"synopsis" may belong to another edition of this title.
From the Back Cover:
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.
About the Author:
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 to specific microstructure problems including:
- Liquidity.
- Multi-market trading.
- Market structure.
- Market Design Market Microstructure Theory includes extensive appendices developing Bayesian learning and the rational expectations framework.
Maureen O'Hara is the Robert W. Purcell Professor of Finance at the Johnson Graduate School of Management at Cornell University. She holds a Ph. D. in Finance from North-western University. Professor O'Hara has also taught at the London Business School and the University of California at Los Angeles. She received the Young Scholar Recognition Award from the American Association of University Women in 1986. She is a director of both the American Finance Association and the Western Finance Association. Professor O'Hara is the co-editor of the Journal of Financial Intermediation and is an associate editor at numerous finance journals.
"About this title" may belong to another edition of this title.
- PublisherWiley
- Publication date1998
- ISBN 10 0631207619
- ISBN 13 9780631207610
- BindingPaperback
- Edition number1
- Number of pages304
- Rating
Buy New
Learn more about this copy
US$ 29.84
Shipping:
US$ 2.64
Within U.S.A.
Top Search Results from the AbeBooks Marketplace
Seller Image
Market Microstructure Theory
Seller:
Rating
Book Description Condition: New. Seller Inventory # 599710-n
Buy New
US$ 29.84
Convert currency
Seller Image
Market Microstructure Theory (Paperback or Softback)
Published by
Wiley 3/6/1998
(1998)
ISBN 10: 0631207619
ISBN 13: 9780631207610
New
Paperback or Softback
Quantity: 5
Seller:
Rating
Book Description Paperback or Softback. Condition: New. Market Microstructure Theory 1.01. Book. Seller Inventory # BBS-9780631207610
Buy New
US$ 32.49
Convert currency
Stock Image
Market Microstructure Theory
Seller:
Rating
Book Description Condition: New. Brand New! Not Overstocks or Low Quality Book Club Editions! Direct From the Publisher! We're not a giant, faceless warehouse organization! We're a small town bookstore that loves books and loves it's customers! Buy from Lakeside Books!. Seller Inventory # OTF-S-9780631207610
Buy New
US$ 28.54
Convert currency
Stock Image
Market Microstructure Theory
Seller:
Rating
Book Description Paperback. Condition: new. New. Fast Shipping and good customer service. Seller Inventory # Holz_New_0631207619
Buy New
US$ 29.68
Convert currency
Seller Image
Market Microstructure Theory by O'Hara, Maureen [Paperback ]
Print on Demand
Seller:
Rating
Book Description Soft Cover. Condition: new. This item is printed on demand. Seller Inventory # 9780631207610
Buy New
US$ 34.14
Convert currency
Seller Image
Market Microstructure Theory (Paperback)
Published by
John Wiley & Sons Inc, New York
(1997)
ISBN 10: 0631207619
ISBN 13: 9780631207610
New
Paperback
First Edition
Quantity: 1
Seller:
Rating
Book Description Paperback. Condition: new. Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780631207610
Buy New
US$ 36.58
Convert currency
Stock Image
Market Microstructure Theory
Seller:
Rating
Book Description Condition: New. Seller Inventory # I-9780631207610
Buy New
US$ 37.00
Convert currency
Stock Image
Market Microstructure Theory
Print on Demand
Seller:
Rating
Book Description Paperback. Condition: New. Brand New! This item is printed on demand. Seller Inventory # 0631207619
Buy New
US$ 37.34
Convert currency
Stock Image
Market Microstructure Theory
Seller:
Rating
Book Description Condition: new. Seller Inventory # 519d3b57d812e594611e99b385e654a3
Buy New
US$ 32.08
Convert currency
Stock Image
Market Microstructure Theory
Published by
Wiley-Blackwell
(1997)
ISBN 10: 0631207619
ISBN 13: 9780631207610
New
Paperback
Quantity: 1
Seller:
Rating
Book Description Paperback. Condition: New. BRAND NEW ** SUPER FAST SHIPPING FROM UK WAREHOUSE ** 30 DAY MONEY BACK GUARANTEE. Seller Inventory # 9780631207610-GDR
Buy New
US$ 32.18
Convert currency