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.
Buy Empirical Market Microstructure book by Joel Hasbrouck from Australia's Online Bookstore, Boomerang Books.
(242mm x 161mm x 21mm)
Oxford University Press Inc
Publisher: Oxford University Press Inc
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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.