De Jong, Frank

The microstructure of financial markets - 1 reimp. - Cambridge Cambridge 2010 - 198 p.

Contiene: 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.

978-0-521-68727-0


Mercados financieras

Null

HG/173/J66/2010