Microstructure

出版者:Edward Elgar Pub

作者:Hans R. Stoll

页数:992

出版时间:1999-3-1

价格:USD 495.00

装帧:Hardcover

isbn号码:9781858987491

图书标签:Market-microstructure

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Microstructure: The Organization of Trading and Short Term Behavior presents an authoritative collection of the most important published articles on key issues in securities markets including market design, the sources of the bid ask spread, and the short-term movement of prices. The articles trace the development of this relatively new field of market microstructure while at the same time reflecting the latest ideas. At a time when securities markets are undergoing dramatic change, this two volume set provides important guidance to students, users and regulators of securities markets.