Description

Book Synopsis
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.

Table of Contents
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.

Market Microstructure Theory

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    A Hardback by Maureen O'Hara

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      Book details

      Publisher John Wiley & Sons Inc
      Published 16 February 1995
      ISBN-13 9781557864437
      978-1557864437
      ISBN-10 1557864438
      Also in:
      Economic theory and philosophy Investment and securities Macroeconomics

      Description

      Book Synopsis
      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.

      Table of Contents
      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.

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