Hasbrouck, Joel.

Empirical market microstructure : the institutions economics and econometrics of securities trading / Joel Hasbrouck. - Oxford ; New York : Oxford University Press, 2007. - ix, 198 p. : ill. ; 25 cm.

Includes bibliographical references (p. 183-195) and index.

9780195301649


Securities.
Securities--Prices.
Investments--Mathematical models.
Stock exchanges--Mathematical models.

332.64 / HAS/E