Name: Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
Author: Joel Hasbrouck (Author)
ISBN: 9780195301649

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

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

Author(s): Joel Hasbrouck (Author)

Publisher: OUP USA
Publication Date: 18 Jan. 2007
Language: English
Print length: 198 pages
ISBN-10: 0195301641
ISBN-13: 9780195301649

Book Description

The book discusses the mechanisms by which securities are traded and economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.

Editorial Reviews

Review

Joel Hasbrouck provides the first integrated introduction to the most important models of empirical market microstructure. The development is logical and easy to follow. Students and practioners will undoubtedly greatly appreciate the care with which Hasbrouck has identified the strengths and weaknesses of the models, and their relations to each other. This book represents an outstanding synthesis of academic work over the last 20 years. ― Larry Harris, Fred V. Keenan Chair in Finance, USC Marshall School of Business and author of Trading and Exchanges (OUP, 2002)

Book Description

An integrated introduction to using and integrating securities markets interactions–the fastest, most information-intensive, and most highly strategic of all economic phenomena

About the Author

Joel Hasbrouck is the Kenneth G. Langone Professor of Business Administration and Professor of Finance at the Stern School of Business, New York University. In addition to teaching at Stern, he has served as a constultant to the New York Stock Exchange and the American Stock Exchange, and on the scientific adviosry board of ITG, Inc. and Nasdaq’s economic advisory board.

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

Book Description

Editorial Reviews

Review

Book Description

About the Author

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