by Maureen O ' Hara (Author)
� 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.
Format: Illustrated
Pages: 304
Edition: 1
Publisher: Wiley
Published: 29 Jan 1998
ISBN 10: 0631207619
ISBN 13: 9780631207610