Market microstructure theory O'Hara, Maureen
By: O'Hara, Maureen
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Material type: 
BookPublisher: Oxford Blackwell Business 1995Description: x, 290 p.ISBN: 9780631207610.Subject(s): Securities - Mathematical models | Stock exchanges - Mathematical models | Bayesian statistical decision theoryDDC classification: 332.632 Summary: The book provides a comprehensive guide to the theoretical work in this important area of finance. After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. It also includes Bayesian learning and the rational expectations framework.
| Item type | Current location | Call number | Copy number | Status | Date due |
|---|---|---|---|---|---|
Monograph
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Indian Institute of Management Udaipur | 332.632 OM (Browse shelf) | 1 | Available |
The book provides a comprehensive guide to the theoretical work in this important area of finance. After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. It also includes Bayesian learning and the rational expectations framework.
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