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Market Microstructure Theory

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ISBN-10: 0631207619

ISBN-13: 9780631207610

Edition: 1998

Authors: Maureen O'Hara

List price: $39.95
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Description:

O'Hara provides a comprehensive guide to the theoretical work in this important area of finance, introducing the general issues and problems in microstructure as well as looking at the main theoretical models developed to address inventory-based systems.
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Book details

List price: $39.95
Copyright year: 1998
Publisher: John Wiley & Sons, Incorporated
Publication date: 3/6/1998
Binding: Paperback
Pages: 300
Size: 6.75" wide x 9.50" long x 0.75" tall
Weight: 1.100

Foreword
Markets and Market-Making
Inventory Models
Information-Based Models
Strategic Trader Models I: Informed Traders
Strategic Trader Models II: Uninformed Traders
Information and the Price Process
Market Viability and Stability
Liquidity and the Relationships between Markets
Issues in Market Performance