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The Microstructure of Financial Markets

By: Contributor(s): Material type: TextTextPublication details: Cambridge Cambridge University Press 2009Description: 198pISBN:
  • 9780521687270
Subject(s): DDC classification:
  • 332 JON
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Holdings
Item type Current library Item location Collection Call number Status Date due Barcode Item holds
Book Book NIMA Knowledge Centre 9th Floor Reading Zone General 332 JON (Browse shelf(Opens below)) Available M0026558
Total holds: 0

1. Institutions and market structure 2. Financial market equilibrium 3. Batch markets with strategic informed traders 4. Dealer markets: information-based models 5. Inventory models 6. Empirical models of market microstructure 7. Liquidity and asset pricing 8. Models of the limit order book 9. Price discovery 10. Policy issues in financial market structure.

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