Book contents
- Frontmatter
- Contents
- List of figures
- List of tables
- Preface
- Introduction
- 1 Institutions and market structure
- 2 Financial market equilibrium
- 3 Batch markets with strategic informed traders
- 4 Dealer markets: information-based models
- 5 Inventory models
- 6 Empirical models of market microstructure
- 7 Liquidity and asset pricing
- 8 Models of the limit order book
- 9 Price discovery
- 10 Policy issues in financial market structure
- Index
Index
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- List of figures
- List of tables
- Preface
- Introduction
- 1 Institutions and market structure
- 2 Financial market equilibrium
- 3 Batch markets with strategic informed traders
- 4 Dealer markets: information-based models
- 5 Inventory models
- 6 Empirical models of market microstructure
- 7 Liquidity and asset pricing
- 8 Models of the limit order book
- 9 Price discovery
- 10 Policy issues in financial market structure
- Index
Summary
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- Type
- Chapter
- Information
- The Microstructure of Financial Markets , pp. 197 - 198Publisher: Cambridge University PressPrint publication year: 2009