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Product Description
Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading (9780195301649): Joel Hasbrouck: Books. Joel Hasbrouck provides the first integrated introduction to the most important models of empirical market microstructure. The development is logical and easy to follow. Students and practioners will undoubtedly greatly appreciate the care with which Hasbrouck has identified the strengths and weaknesses of the models, and their relations to each other. This book represents an outstanding synthesis of academic work over the last 20 years. It is--and will long be--the authoritative treatment on the subject.--Larry Harris, Fred V. Keenan Chair in Finance, USC Marshall School of Business and author of Trading and Exchanges (OUP, 2002)
Shipping Weight: 2 pounds
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