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Market Microstructure Theory

Maureen O'Hara (Author)

9781557864437, Wiley

Hardback, published 16 February 1995

304 pages
24 x 16.7 x 2.6 cm, 0.595 kg

Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

Foreword.

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.

Subject Areas: Finance & accounting [KF]
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