Market Microstructure Theory Export

@book{citeulike:1605724, abstract = {{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.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. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including:- Liquidity.- Multi-market trading.- Market structure.- Market Design Market Microstructure Theory includes extensive appendices developing Bayesian learning and the rational expectations framework.}}, author = {O'Hara, Maureen}, citeulike-article-id = {1605724}, citeulike-linkout-0 = {http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/0631207619}, citeulike-linkout-1 = {http://www.amazon.de/exec/obidos/redirect?tag=citeulike01-21&path=ASIN/0631207619}, citeulike-linkout-2 = {http://www.amazon.fr/exec/obidos/redirect?tag=citeulike06-21&path=ASIN/0631207619}, citeulike-linkout-3 = {http://www.amazon.jp/exec/obidos/ASIN/0631207619}, citeulike-linkout-4 = {http://www.amazon.co.uk/exec/obidos/ASIN/0631207619/citeulike00-21}, citeulike-linkout-5 = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20&path=ASIN/0631207619}, citeulike-linkout-6 = {http://www.worldcat.org/isbn/0631207619}, citeulike-linkout-7 = {http://books.google.com/books?vid=ISBN0631207619}, citeulike-linkout-8 = {http://www.amazon.com/gp/search?keywords=0631207619&index=books&linkCode=qs}, citeulike-linkout-9 = {http://www.librarything.com/isbn/0631207619}, day = {13}, howpublished = {Paperback}, isbn = {0631207619}, keywords = {finance, microstructure, trading}, month = {March}, posted-at = {2009-10-28 19:08:39}, priority = {2}, publisher = {Wiley}, title = {Market Microstructure Theory}, url = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20&path=ASIN/0631207619}, year = {1998} }

TY - BOOK ID - citeulike:1605724 L3 - citeulike-article-id:1605724 N2 - {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.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. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including:- Liquidity.- Multi-market trading.- Market structure.- Market Design Market Microstructure Theory includes extensive appendices developing Bayesian learning and the rational expectations framework.} SN - 0631207619 TI - Market Microstructure Theory PB - Wiley KW - finance KW - microstructure KW - trading AU - O'Hara, Maureen PY - 1998/03/13/ UR - http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/0631207619 ER -