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Market microstructure theory

Author: Maureen O'Hara
Publisher: Malden, Mass., USA : Blackwell Business, 1997.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

â Provides a unified exposition and examination of the major models and theories used in market microstructure. â Extensive examination and discussion of information-based models with emphasis  Read more...

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Document Type: Book
All Authors / Contributors: Maureen O'Hara
ISBN: 0631207619 9780631207610 1557864438 9781557864437
OCLC Number: 37838874
Description: x, 290 pages : illustrations ; 24 cm
Contents: Foreword. 1. Markets and Market-Making. 2. Inventory Models. 3. Information-Based Models. 4. Strategic Trader Models I: Informed Traders. 5. Strategic Trader Models II: Uninformed Traders. 6. Information and the Price Process. 7. Market Viability and Stability. 8. Liquidity and the Relationships between Markets. 9. Issues in Market Performance.
Responsibility: Maureen O'Hara.

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