Empirical market microstructure : the institutions economics and econometrics of securities trading /
Hasbrouck, Joel.
Empirical market microstructure : the institutions economics and econometrics of securities trading / Joel Hasbrouck. - Oxford ; New York : Oxford University Press, 2007. - ix, 198 p. : ill. ; 25 cm.
Includes bibliographical references (p. 183-195) and index.
9780195301649
Securities.
Securities--Prices.
Investments--Mathematical models.
Stock exchanges--Mathematical models.
332.64 / HAS/E
Empirical market microstructure : the institutions economics and econometrics of securities trading / Joel Hasbrouck. - Oxford ; New York : Oxford University Press, 2007. - ix, 198 p. : ill. ; 25 cm.
Includes bibliographical references (p. 183-195) and index.
9780195301649
Securities.
Securities--Prices.
Investments--Mathematical models.
Stock exchanges--Mathematical models.
332.64 / HAS/E