Hasbrouck, Joel <br/><br/>
Empirical market microstructure : the institutions, economics and econometrics of securities trading 
Joel Hasbrouck 
 - Oxford  Oxford University Press  2007 
 - ix, 198 p. : ill. ; 25 cm 
<br/><br/> Includes bibliographical references (p. 183-195) and index 
<br/><br/><label>ISBN: </label>9780195301649 
<br/><br/><label>ISSN: </label>2006003935 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments - Mathematical models<br/>Securities<br/>Securities - Prices<br/>Stock exchanges - Mathematical models
<br/><br/><label>Dewey Class. No.: </label>332.64 HAS