Item Infomation
| Title: | Empirical market microstructure |
| Other Titles: | The institutions, economics, and econometrics of securities trading |
| Authors: | Joel Hasbrouck |
| Keywords: | Microstructure | Cấu trúc vi mô | economics | Kinh tế học |
| Issue Date: | 2007 |
| Publisher: | Oxford University Press |
| Abstract: | This book is a study of the trading mechanisms in financial markets: the institutions, the economic principles underlying the institutions, and statistical models for analyzing the data they generate. The book is aimed at graduate and advanced undergraduate students in financial economics and practitioners who design or use order management systems. Most of the book presupposes only a basic familiarity with economics and statistics. |
| URI: | http://thuvienso.thanglong.edu.vn//handle/TLU/8742 |
| Appears in Collections | 1-Kinh tế - Quản lý |
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