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Empirical Market Microstructure - The Institutions, Economics, and Econometrics of Securities Trading (Hardcover): Joel... Empirical Market Microstructure - The Institutions, Economics, and Econometrics of Securities Trading (Hardcover)
Joel Hasbrouck
R1,913 Discovery Miles 19 130
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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.

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