Microstructure: The Organization of Trading and Short Term Behavior (International Library of Critical Writings in Financial Economics Series, s02)
Hans R. StollISBN: 1858987490;
Microstructure: The Organization of Trading and Short Term Behavior presents an authoritative collection of the most important published articles on key issues in securities markets including market design, the sources of the bid ask spread, and the short-term movement of prices. The articles trace the development of this relatively new field of market microstructure while at the same time reflecting the latest ideas. At a time when securities markets are undergoing dramatic change, this two volume setprovides important guidance to students, users and regulators of securities markets.
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