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Item Details
Title: MICROSTRUCTURE: THE ORGANIZATION OF TRADING AND SHORT TERM PRICE BEHAVIOR
By: Hans R. Stoll (Editor)
Format: Hardback

List price: £462.00


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ISBN 10: 1858987490
ISBN 13: 9781858987491
Publisher: EDWARD ELGAR PUBLISHING LTD
Pub. date: 1 January, 1999
Series: The International Library of Critical Writings in Financial Economics Series 4
Pages: 1040
Description: Presenting a two-volume collection of articles on key issues in securities markets, this text includes market design, the sources of the "bid ask" spread and the short-term movement of prices. The articles trace the development of market microstructure as well as reflecting late-1990s ideas.
Synopsis: This book is an authoritative collection of the most important published articles on key issues in securities markets including market design, the sources of the bid ask spread, and the short term movement of prices. The articles trace the development of this relatively new field of market microstructure while at the same time reflecting the latest ideas. At a time when securities markets are undergoing dramatic change, this two volume set provides important guidance to students, users and regulators of securities markets.
Publication: UK
Imprint: Edward Elgar Publishing Ltd
Returns: Returnable
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