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Market Microstructure Theory

ISBN: 978-0-631-20761-0
Paperback
304 pages
March 1998
List Price: US $39.95
Government Price: US $21.93
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Market Microstructure Theory (0631207619) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
Other Available Formats: Hardcover

Foreword.

1. Markets and Market-Making.

2. Inventory Models.

3. Information-Based Models.

4. Strategic Trader Models I: Informed Traders.

5. Strategic Trader Models II: Uninformed Traders.

6. Information and the Price Process.

7. Market Viability and Stability.

8. Liquidity and the Relationships between Markets.

9. Issues in Market Performance.

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