Empirical Market Microstructure
The Institutions, Economics, and Econometrics of Securities Trading
By (author) Joel Hasbrouck
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Empirical Market Microstructure by Joel Hasbrouck
Book DescriptionThe 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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Book DetailsISBN: 9780195301649
(242mm x 161mm x 21mm)
Imprint: Oxford University Press Inc
Publisher: Oxford University Press Inc
Publish Date: 18-Jan-2007
Country of Publication: United States
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Author Biography - Joel Hasbrouck
Joel Hasbrouck is the Kenneth G. Langone Professor of Business Administration and Professor of Finance at the Stern School of Business, New York University. In addition to teaching at Stern, he has served as a constultant to the New York Stock Exchange and the American Stock Exchange, and on the scientific adviosry board of ITG, Inc. and Nasdaq's economic advisory board.
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