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Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading (Hardback)Joel Hasbrouck (author)
Hardback 208 Pages / Published: 18/01/2007
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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.
Publisher: Oxford University Press
Number of pages: 208
Weight: 500 g
Dimensions: 242 x 161 x 21 mm
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