Description
Market Microstructure Theory
Author: O'Hara Maureen
Language: EnglishSubject for Market Microstructure Theory:
Keywords
market; authorities; research; microstructure; leading; guide; finance; area; work; important; book; comprehensive; theoretical; issues; introduction; problems; general; developed; models; main
304 p. · 15.2x22.9 cm · Paperback
Description
/li>Contents
/li>Biography
/li>
1. Markets and Market-Making.
2. Inventory Models.
3. Information-Based Models.
4. Strategic Trader Models I: Informed Traders.
5. Strategic Trader Models II: Uninformed Traders.
6. Information and the Price Process.
7. Market Viability and Stability.
8. Liquidity and the Relationships between Markets.
9. Issues in Market Performance.