The microstructure of financial markets /

The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Jong, Frank de, 1966-
Otros Autores: Rindi, Barbara
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press, ©2009.
Temas:
Capital market.
Financial institutions.
Marché financier.
Institutions financières.
financial institutions (institutions)
BUSINESS & ECONOMICS > Finance.
Capital market
Financial institutions
Mikrostrukturtheorie > Kapitalmarkttheorie
Kreditmarkt
Mikrostrukturanalyse.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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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