Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading

Author:   Joel Hasbrouck (Professor of Finance, Stern School of Business, Professor of Finance, Stern School of Business, New York University)
Publisher:   Oxford University Press Inc
ISBN:  

9780195301649


Pages:   208
Publication Date:   18 January 2007
Format:   Hardback
Availability:   To order   Availability explained
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Our Price $125.95 Quantity:  
Add to Cart

Share |

Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading


Add your own review!

Overview

Full Product Details

Author:   Joel Hasbrouck (Professor of Finance, Stern School of Business, Professor of Finance, Stern School of Business, New York University)
Publisher:   Oxford University Press Inc
Imprint:   Oxford University Press Inc
Dimensions:   Width: 23.70cm , Height: 2.10cm , Length: 16.50cm
Weight:   0.449kg
ISBN:  

9780195301649


ISBN 10:   0195301641
Pages:   208
Publication Date:   18 January 2007
Audience:   Adult education ,  Professional and scholarly ,  Further / Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   To order   Availability explained
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

Reviews

Joel Hasbrouck provides the first integrated introduction to the most important models of empirical market microstructure. The development is logical and easy to follow. Students and practioners will undoubtedly greatly appreciate the care with which Hasbrouck has identified the strengths and weaknesses of the models, and their relations to each other. This book represents an outstanding synthesis of academic work over the last 20 years. It is--and will long be--the authoritative treatment on the subject. --Larry Harris, Fred V. Keenan Chair in Finance, USC Marshall School of Business and author of Trading and Exchanges (OUP, 2002)<br>


Author Information

Joel Hasbrouck is the Kenneth G. Langone Professor of Business Administration and Professor of Finance at the Stern School of Business, New York University. In addition to teaching at Stern, he has served as a constultant to the New York Stock Exchange and the American Stock Exchange, and on the scientific adviosry board of ITG, Inc. and Nasdaq's economic advisory board.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

Aorrng

Shopping Cart
Your cart is empty
Shopping cart
Mailing List