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Market microstructure theory / Maureen O'Hara.

By: O'Hara, Maureen.
Cambridge, Mass. : Blackwell Business, 1997Description: x, 290 p. : ill. ; 24 cm.ISBN: 9780631207610.Subject(s): Securities -- Mathematical models | Stock exchanges -- Mathematical modelsGenre/Form: Print books.
Contents:
Ch. 1. Markets and Market Making -- Ch. 2. Inventory Models -- Ch. 3. Information-Based Models -- Ch. 4. Strategic Trader Models I: Informed Traders -- Ch. 5. Strategic Trader Models II: Uninformed Traders -- Ch. 6. Information and the Price Process -- Ch. 7. Market Viability and Stability -- Ch. 8. Liquidity and the Relationships Between Markets -- Ch. 9. Issues in Market Performance.
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Current location Call number Status Date due Barcode Item holds
On Shelf HG4515.2 .O38 1997 (Browse shelf) Available AU0000000009471
Total holds: 0

Includes bibliographical references (p. 273-281) and index.

Ch. 1. Markets and Market Making -- Ch. 2. Inventory Models -- Ch. 3. Information-Based Models -- Ch. 4. Strategic Trader Models I: Informed Traders -- Ch. 5. Strategic Trader Models II: Uninformed Traders -- Ch. 6. Information and the Price Process -- Ch. 7. Market Viability and Stability -- Ch. 8. Liquidity and the Relationships Between Markets -- Ch. 9. Issues in Market Performance.

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