Microstructure: The Organization of Trading and Short Term Price Behaviour

ISBN-13: 9781858987491 / Angielski / Twarda / 1999 / 1040 str.

Opis

Presenting a two-volume collection of articles on key issues in securities markets, this text includes market design, the sources of the bid ask spread and the short-term movement of prices. The articles trace the development of market microstructure as well as reflecting late-1990s ideas.