| Description |
ix, 198 pages : illustrations ; 26 cm |
| Contents |
1. Institutions and market structure -- 2. Financial market equilibrium -- 3. Batch markets with strategic informed traders -- 4. Dealer markets: information-based models -- 5. Inventory models -- 6. Empirical models of market microstructure -- 7. Liquidity and asset pricing -- 8. Models of the limit order book -- 9. Price discovery -- 10. Policy issues in financial market structure |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Capital market.
|
|
Financial institutions.
|
| Author |
Rindi, Barbara.
|
| ISBN |
0521687276 (paperback) |
|
0521867843 (hbk.) |
|
9780521687270 (paperback) |
|
9780521867849 (hbk.) |
|
