Market Microstructure TheoryISBN: 978-1-55786-443-7
Hardcover
304 pages
April 1995
 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: Paperback
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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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