Market Microstructure Theory (Reprint)

256.36 SGD
Member Price
230.73
English

Product Description

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.

aeo Provides a unified exposition and examination of the major models and theories used in market microstructure. aeo Extensive examination and discussion of information--based models with emphasis on linkage with rational expectations model and learning models.

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