Market Microstructure Theory
- List Price: $43.00
- Binding: Paperback
- Publisher: Blackwell Pub
- Publish date: 08/01/1997
Description:
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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Product notice
Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
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