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

The book discusses the mechanisms by which securities are traded, as well as examining economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.

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The book discusses the mechanisms by which securities are traded, as well as examining economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.

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