Joel Hasbrouck: 1 book

Book cover of Empirical Market Microstructure

Empirical Market Microstructure

The Institutions, Economics, and Econometrics of Securities Trading

by Joel Hasbrouck
Language: English
Release Date: January 4, 2007

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...
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