The Microstructure of Financial Markets High quality books
The Microstructure of Financial Markets
By:Frank de Jong,Barbara Rindi
Published on 2009-05-14 by Cambridge University Press
The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text.
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Book ID of The Microstructure of Financial Markets's Books is w13jfWqAsM0C, Book which was written byFrank de Jong,Barbara Rindihave ETAG "VELqlzqkRSw"
Book which was published by Cambridge University Press since 2009-05-14 have ISBNs, ISBN 13 Code is 9781139478441 and ISBN 10 Code is 1139478443
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