Market Microstructure Theory

Market Microstructure Theory
Author :
Publisher : John Wiley & Sons
Total Pages : 310
Release :
ISBN-10 : 9780631207610
ISBN-13 : 0631207619
Rating : 4/5 (10 Downloads)

Book Synopsis Market Microstructure Theory by : Maureen O'Hara

Download or read book Market Microstructure Theory written by Maureen O'Hara and published by John Wiley & Sons. This book was released on 1998-03-06 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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The way in which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finan