Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading

by Joel Hasbrouck

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.

Genres: Finance, Economics

198 pages, Hardcover

First published January 4, 2006

Reviews

[Evans]

Ok book, not much in here that is interesting anymore.

[Lu Wangshan]

May need to read it again later some time.