Market Microstructure Theory / Edition 1

Market Microstructure Theory / Edition 1

by Maureen O'Hara, O'Hara
     
 

ISBN-10: 0631207619

ISBN-13: 9780631207610

Pub. Date: 01/28/1998

Publisher: Wiley

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.  See more details below

Overview

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.

Product Details

ISBN-13:
9780631207610
Publisher:
Wiley
Publication date:
01/28/1998
Edition description:
New Edition
Pages:
300
Sales rank:
1,054,293
Product dimensions:
6.00(w) x 9.00(h) x 0.70(d)
Age Range:
18 Years

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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