Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading(English)
Series: English
The book discusses the mechanisms by which securities are traded, as well as examining economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.
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English
Hardback
The book discusses the mechanisms by which securities are traded, as well as examining economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.
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