The Microstructure of Financial Markets

by Frank de Jong and Barbara Rindi

Book Overview

The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading...

• Format: Paperback
• Language: English
• ISBN: 0521687276
• ISBN13: 9780521687270
• Release Date: May 2009
• Publisher: Cambridge University Press
• Length: 210 Pages
• Weight: 0.84 lbs.
• Dimensions: 0.7" x 6.7" x 9.6"