Market Microstructure Theory
By (author) Maureen O'Hara
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Market Microstructure Theory by Maureen O'Hara
Book DescriptionWritten 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.
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Book DetailsISBN: 9780631207610
(229mm x 151mm x 17mm)
Imprint: Blackwell Publishers
Publisher: John Wiley and Sons Ltd
Publish Date: 19-Nov-1997
Country of Publication: United Kingdom
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Market Microstructure Theory, Hardback (February 1995)» View all books by Maureen O'Hara
aeo Provides a unified exposition and examination of the major models and theories used in market microstructure. aeo Extensive examination and discussion of information--based models with emphasis on linkage with rational expectations model and learning models.
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Author Biography - Maureen O'Hara
Maureen Oa Hara is the Robert W. Purcell Professor of Finance at the Johnson Graduate School of Management at Cornell University. She holds a Ph. D. in Finance from North--western University. Professor Oa Hara has also taught at the London Business School and the University of California at Los Angeles. She received the Young Scholar Recognition Award from the American Association of University Women in 1986. She is a director of both the American Finance Association and the Western Finance Association. Professor Oa Hara is the co--editor of the Journal of Financial Intermediation and is an associate editor at numerous finance journals.
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