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

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.

Author: Joel Hasbrouck
Publisher: Oxford University Press, USA
Published: 01/04/2007
Pages: 208
Binding Type: Hardcover
Weight: 0.99lbs
Size: 6.51h x 9.35w x 0.81d
ISBN13: 9780195301649
ISBN10: 0195301641
BISAC Categories:
- Business & Economics | Investments & Securities | General
- Business & Economics | Finance | General
- Business & Economics | Econometrics

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.