Market Microstructure Theory (Hardcover, New)

Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including:

Liquidity.
Multi-market trading.
Market structure.
Market Design "Market Microstructure Theory" includes extensive appendices developing Bayesian learning and the rational expectations framework.

General

Imprint:	Blackwell Publishers
Country of origin:	United Kingdom
Release date:	February 1995
First published:	April 1995
Authors:	M. O'Hara
Dimensions:	234 x 156 x 18mm (L x W x T)
Format:	Hardcover
Pages:	304
Edition:	New
ISBN-13:	978-1-55786-443-7
Categories:	Books > Business & Economics > Economics > Economic theory & philosophy Books > Business & Economics > Economics > Macroeconomics > General Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Investment & securities > General
LSN:	1-55786-443-8
Barcode:	9781557864437

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