Microstructure: The Organization of Trading and Short Term Price Behavior

Author:   Hans R. Stoll ,  Richard Roll
Publisher:   Edward Elgar Publishing Ltd
Edition:   illustrated edition
Volume:   4
ISBN:  

9781858987491


Pages:   1040
Publication Date:   27 January 1999
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.

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Microstructure: The Organization of Trading and Short Term Price Behavior


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Overview

This book is an authoritative collection of the most important published articles on key issues in securities markets including market design, the sources of the bid ask spread, and the short term movement of prices. The articles trace the development of this relatively new field of market microstructure while at the same time reflecting the latest ideas. At a time when securities markets are undergoing dramatic change, this two volume set provides important guidance to students, users and regulators of securities markets.

Full Product Details

Author:   Hans R. Stoll ,  Richard Roll
Publisher:   Edward Elgar Publishing Ltd
Imprint:   Edward Elgar Publishing Ltd
Edition:   illustrated edition
Volume:   4
Dimensions:   Width: 16.90cm , Height: 127.00cm , Length: 24.40cm
Weight:   2.417kg
ISBN:  

9781858987491


ISBN 10:   1858987490
Pages:   1040
Publication Date:   27 January 1999
Audience:   College/higher education ,  Undergraduate ,  Postgraduate, Research & Scholarly
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.

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Edited by Hans R. Stoll, The Anne Marie and Thomas B. Walker Professor of Finance and Director of the Financial Markets Research Center, Owen Graduate School of Management, Vanderbilt University, US

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