Information and Learning in Markets: The Impact of Market Microstructure

by Xavier Vives

The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding how markets work and prices are set. This graduate-level textbook analyzes how markets aggregate information and examines the impacts of specific market arrangements--or microstructure--on the aggregation process and overall performance of financial markets. Xavier Vives bridges the gap between the...

• Format: Paperback
• Language: English
• ISBN: 0691145962
• ISBN13: 9780691145969
• Release Date: February 2010
• Publisher: Princeton University Press
• Length: 424 Pages
• Weight: 1.20 lbs.
• Dimensions: 1.0" x 5.6" x 8.9"