Empirical Market Microstructure —— The Institutions, Economics, and Econometrics of Securities Trading

----- 经验主义市场微观结构：机构、经济学、有价证券交易经济计量学

ISBN: 9780195301649 出版年：2007 页码：209 Hasbrouck, Joel Oxford University Press

The book discusses the mechanisms by which securities are traded, as well as examining economic models of asymmetric information, inventory control, and cost-minimizing trading strategies.