Journals Higher Education



Published: 04 January 2007

208 Pages | 24 line illus.

6-1/8 x 9-1/4 inches

ISBN: 9780195301649

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Bookseller Code (06)

Empirical Market Microstructure

The Institutions, Economics, and Econometrics of Securities Trading

Joel Hasbrouck

  • An integrated introduction to using and integrating securities markets interactions
  • Covers the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce
  • Includes numerous exercises

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