Market microstructure theory

Author(s)

• O'Hara, Maureen

Bibliographic Information

Market microstructure theory

Maureen O'Hara

Blackwell Publishers, 1995

Note

Includes bibliographical references (p. 273-281) and index

Description and Table of Contents

Description

Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

Table of Contents

Foreword. 1. Markets and Market-Making. 2. Inventory Models. 3. Information-Based Models. 4. Strategic Trader Models I: Informed Traders. 5. Strategic Trader Models II: Uninformed Traders. 6. Information and the Price Process. 7. Market Viability and Stability. 8. Liquidity and the Relationships between Markets. 9. Issues in Market Performance.

by "Nielsen BookData"

Details

• NCID: BA24546895
• ISBN:
  • 9781557864437
• LCCN: 94028078
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge, Mass.
• Pages/Volumes: x, 290 p.
• Size: 25 cm
• Classification:
  • NDC9 : 338.1
  • LCC : HG4515.2
  • DC20 : 332.6/32
• Subject Headings:
  • LCSH : Securities -- Mathematical models
  • LCSH : Stock exchanges -- Mathematical models