Market microstructure theory

Author(s)

• O'Hara, Maureen

Bibliographic Information

Market microstructure theory

Maureen O'Hara

Blackwell, 1997

• : pbk

Note

Originally published: 1995

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

About the Author v Foreword ix 1. Markets and Market-Making 1 2. Inventory Models 15 3. Information-Based Models 53 4. Strategic Trader Models I: Informed Traders 89 5. Strategic Trader Models II: Uninformed Traders 129 6. Information and the Price Process 153 7. Market Viability and Stability 179 8. Liquidity and the Relationships between Markets 215 9. Issues in Market Performance 251 References 273 Index 283

by "Nielsen BookData"

Details

• NCID: BA34779324
• ISBN:
  • 9780631207610
• LCCN: 94028078
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: x, 290 p.
• Size: 24 cm
• Classification:
  • DC21 : 332.642
• Subject Headings:
  • LCSH : Stock exchanges
  • LCSH : Stock exchanges -- Mathematical models
  • LCSH : Securities