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Market Microstructure Theory

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3.7(26)Add rating

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  • 304 pages
  • 11 hours of reading

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Provides a unified exposition and examination of the major models and theories used in market microstructure. Extensive examination and discussion of information-based models with emphasis on linkage with rational expectations model and learning models.

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Market Microstructure Theory, Maureen O'Hara

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Released
1997
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3.7
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26 Ratings

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