Both current theory and practice in financial markets are
undergoing a strong pressure to include recently developed fields
of inquiry, namely market microstructure, transaction costs and
asymmetric information. This claim has been taking shape after
nearly thirty years of worthy research and empirical development
that laid sound groundwork to those promising subjects. The purpose
of this book is to introduce a new approach to work out the returns
from financial assets. Firstly, by means of the concept of
differential rates, which allow the breaking down of the ordinary
rate of return into components that are rates on their own.
Secondly, residual information sets are built up to match each
differential rate with its underlying information.
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