Title The microstructure of financial markets / Frank de Jong and Barbara Rindi

Published Cambridge : Cambridge University Press, ©2009

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Description 1 online resource (ix, 198 pages) : illustrations Contents Institutions and market structure -- Financial market equilibrium -- Batch markets with strategic informed traders -- Dealer markets: information-based models -- Inventory models -- Empirical models of market microstructure -- Liquidity and asset pricing -- Models of the limit order book -- Price discovery -- Policy issues in financial market structure Summary The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure Bibliography Includes bibliographical references and index Notes English Print version record Subject Capital market. Financial institutions. financial institutions (institutions) BUSINESS & ECONOMICS -- Finance. Capital market Financial institutions Mikrostrukturtheorie Kapitalmarkttheorie Kreditmarkt Mikrostrukturanalyse. Form Electronic book Author Rindi, Barbara. ISBN 9780511650635 0511650639 9780521687270 0521687276 9780521867849 0521867843 9780511536960 0511536968 9780511539893 0511539894 9780511818547 0511818548 0511538227 9780511538223 1107713986 9781107713987 9786612390975 6612390972 0511646550 9780511646553 0511539053 9780511539053

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