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|a Jong, Frank de,
|d 1966-
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|a The microstructure of financial markets /
|c Frank de Jong and Barbara Rindi.
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|a Includes bibliographical references and index.
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|a 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.
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|a The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure.
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|a Rindi, Barbara.
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|i Print version:
|a Jong, Frank de, 1966-
|t Microstructure of financial markets.
|d Cambridge : Cambridge University Press, ©2009
|z 9780521867849
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