Empirical market microstructure : the institutions, economics and econometrics of securities trading

Hasbrouck, Joel

Empirical market microstructure : the institutions, economics and econometrics of securities trading Joel Hasbrouck - Oxford Oxford University Press 2007 - ix, 198 p. : ill. ; 25 cm

Includes bibliographical references (p. 183-195) and index

9780195301649

2006003935


Investments - Mathematical models
Securities
Securities - Prices
Stock exchanges - Mathematical models

332.64 HAS

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