Market Microstructure Theory
Auteur : O'Hara Maureen
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.
Date de parution : 03-1998
Ouvrage de 304 p.
15.2x22.9 cm
Thème de Market Microstructure Theory :
Mots-clés :
market; authorities; research; microstructure; leading; guide; finance; area; work; important; book; comprehensive; theoretical; issues; introduction; problems; general; developed; models; main