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Paperback Strategic Trading in Illiquid Markets Book

ISBN: 3540250395

ISBN13: 9783540250395

Strategic Trading in Illiquid Markets

The Area of Research and the Object of Investigation In this thesis we will investigate trading strategies in illiquid markets from a market microstructure perspective. Market microstructure is the academic term for the branch of financial economics that investigates trading and the organization of security markets, see, e. g. , Harris (2002). Historically, exchanges evolved as a location, where those interested in buy? ing or selling securities could...

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