Journals Higher Education



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Published: 18 January 2007

208 Pages | 24 line illus.


ISBN: 9780195301649

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Bookseller Code (AJ)

Empirical Market Microstructure

The Institutions, Economics, and Econometrics of Securities Trading

Joel Hasbrouck

The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and ...


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