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Bestseller
BestsellerE-book
Author Jong, Frank de, 1966-

Title The microstructure of financial markets / Frank de Jong and Barbara Rindi.

Publication Info. Cambridge : Cambridge University Press, [2009]
©2009

Item Status

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.
Capital market.
Financial institutions.
Financial institutions.
Genre/Form Electronic books.
Added Author Rindi, Barbara.
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)
0511650639 (electronic book)
9780521687270 (paperback)
0521687276 (paperback)
9780521867849 (hardback)
0521867843 (hardback)
9780511536960 (electronic book ; Adobe Digital Editions)
0511536968 (electronic book ; Adobe Digital Editions)
9780511539893 (electronic book)
0511539894 (electronic book)
9780511818547 (electronic book)
0511818548 (electronic book)
9780511539053