Description |
1 online resource (ix, 198 pages) : illustrations |
Physical Medium |
polychrome |
Description |
text file |
Bibliography |
Includes bibliographical references and index. |
Contents |
Institutions and market structure -- Financial market equilibrium -- Batch markets with strategic informed traders -- Dealer markets: information-based models -- Inventory models -- Empirical models of market microstructure -- Liquidity and asset pricing -- Models of the limit order book -- Price discovery -- Policy issues in financial market structure. |
Summary |
The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. |
Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
Subject |
Capital market.
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Capital market. |
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Financial institutions.
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Financial institutions. |
Genre/Form |
Electronic books.
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Added Author |
Rindi, Barbara.
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Other Form: |
Print version: Jong, Frank de, 1966- Microstructure of financial markets. Cambridge : Cambridge University Press, ©2009 9780521867849 (DLC) 2009455624 (OCoLC)286432730 |
ISBN |
9780511650635 (electronic book) |
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0511650639 (electronic book) |
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9780521687270 (paperback) |
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0521687276 (paperback) |
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9780521867849 (hardback) |
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0521867843 (hardback) |
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9780511536960 (electronic book ; Adobe Digital Editions) |
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0511536968 (electronic book ; Adobe Digital Editions) |
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9780511539893 (electronic book) |
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0511539894 (electronic book) |
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9780511818547 (electronic book) |
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0511818548 (electronic book) |
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9780511539053 |
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