Market Microstructure Theory by Maureen O'Hara
Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.
Market Microstructure Theory
Summary
Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.
Market Microstructure Theory Summary
About Maureen O'Hara
Maureen Oa Hara is the Robert W. Purcell Professor of Finance at the Johnson Graduate School of Management at Cornell University. She holds a Ph. D. in Finance from North--western University. Professor Oa Hara has also taught at the London Business School and the University of California at Los Angeles. She received the Young Scholar Recognition Award from the American Association of University Women in 1986. She is a director of both the American Finance Association and the Western Finance Association. Professor Oa Hara is the co--editor of the Journal of Financial Intermediation and is an associate editor at numerous finance journals.
Table of Contents
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.
Additional information
NGR9780631207610
9780631207610
0631207619
Market Microstructure Theory by Maureen O'Hara
New
Paperback
John Wiley and Sons Ltd
1997-11-19
300
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time