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

How to Read Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading PDF

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.

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  • Released: November 16, 2020
  • Author: Joel Hasbrouck
  • Rating: 4,3
  • Publisher: Ebook DIgital Agency
  • Total Page: 479 pages
  • File Size: 3670 KB
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