Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading @ richardeward.com

Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
by Joel Hasbrouck
from Oxford University Press, USA

Customer Reviews:

• Avg. Customer Rating: 4.0 / 5.0

• Knowing the Market
  The book by Professor Hasbrouck "Empirical Market Microstructure" is an excellent additon to the recent literature on market microstructure. by focussing on empirical modelling of various aspects of market microstructure, the book fills a much needed gap between high end practionaers and academia. It complements the theoretical book by Professor O'Hara, and concisely presents a great deal of empirical work done by Prof. Hasbrouck himself in this field.
  Ocassionally the book reads like a cook book and... more info

Similar Products: