Market Microstructure Theory

Market Microstructure Theory

by Maureen O ' Hara (Author)

Synopsis

� Provides a unified exposition and examination of the major models and theories used in market microstructure. � Extensive examination and discussion of information-based models with emphasis on linkage with rational expectations model and learning models.

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10 in stock

More Information

Format: Illustrated
Pages: 304
Edition: 1
Publisher: Wiley
Published: 29 Jan 1998

ISBN 10: 0631207619
ISBN 13: 9780631207610