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Microstructure
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Joel Hasbrouck – Empirical Market Microstructure
Joel Hasbrouck - Empirical Market MicrostructureThe book discusses the mechanisms by which securities are traded, as well as examining economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.Review "Joel Hasbrouck provides the first integrated...
By
Kel...
on Sep 14, 2019
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