The microstructure of financial markets /

De Jong, Frank

The microstructure of financial markets / Frank de Jong. - Cambridge : Cambridge University Press, 2009. - ix, 198 p.: ill. 25 cm.

Includes index

The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure.

The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure.


English

978-0-521-68727-0


Capital market
Financial institutions

332 D36m