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Book Cover
Book
Author O'Hara, Maureen.

Title Market microstructure theory / Maureen O'Hara
Published Cambridge, Mass. : Blackwell Publishers, 1995

Copies

Location Call no. Vol. Availability
 MELB  332.632 Oha/Mmt  DUE 06-11-19
Description x, 290 pages : illustrations ; 25 cm
Contents Ch. 1. Markets and Market Making -- Ch. 2. Inventory Models -- Ch. 3. Information-Based Models -- Ch. 4. Strategic Trader Models I: Informed Traders -- Ch. 5. Strategic Trader Models II: Uninformed Traders -- Ch. 6. Information and the Price Process -- Ch. 7. Market Viability and Stability -- Ch. 8. Liquidity and the Relationships Between Markets -- Ch. 9. Issues in Market Performance
Bibliography Includes bibliographical references (pages 273-281) and index
Subject Securities -- Mathematical models.
Stock exchanges -- Mathematical models.
LC no. 94028078 //r95
ISBN 1557864438 acid-free paper
1557864438 acid-free paper
0631207619