TY  - BOOK
AU  - De Jong, Frank
TI  - The microstructure of financial markets
SN  - 978-0-521-68727-0
AV  - HG/173/J66/2010 
CY  - Cambridge
KW  - Mercados financieras
KW  - Null
N1  - 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
ER  -