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