Full Product Details
Author: Joel Hasbrouck (Professor of Finance, Stern School of Business, Professor of Finance, Stern School of Business, New York University)
Publisher: Oxford University Press Inc
Imprint: Oxford University Press Inc
Dimensions:
Width: 23.70cm
, Height: 2.10cm
, Length: 16.50cm
Weight: 0.449kg
ISBN: 9780195301649
ISBN 10: 0195301641
Pages: 208
Publication Date: 18 January 2007
Audience:
Adult education
,
Professional and scholarly
,
Further / Higher Education
,
Professional & Vocational
Format: Hardback
Publisher's Status: Active
Availability: To order
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.
Reviews
""Joel Hasbrouck provides the first integrated introduction to the most important models of empirical market microstructure. The development is logical and easy to follow. Students and practioners will undoubtedly greatly appreciate the care with which Hasbrouck has identified the strengths and weaknesses of the models, and their relations to each other. This book represents an outstanding synthesis of academic work over the last 20 years. It is--and will long be--the authoritative treatment on the subject.""--Larry Harris, Fred V. Keenan Chair in Finance, USC Marshall School of Business and author of Trading and Exchanges (OUP, 2002) ""Joel Hasbrouck provides the first integrated introduction to the most important models of empirical market microstructure. The development is logical and easy to follow. Students and practioners will undoubtedly greatly appreciate the care with which Hasbrouck has identified the strengths and weaknesses of the models, and their relations to each other. This book represents an outstanding synthesis of academic work over the last 20 years. It is--and will long be--the authoritative treatment on the subject.""--Larry Harris, Fred V. Keenan Chair in Finance, USC Marshall School of Business and author of Trading and Exchanges (OUP, 2002)
Joel Hasbrouck provides the first integrated introduction to the most important models of empirical market microstructure. The development is logical and easy to follow. Students and practioners will undoubtedly greatly appreciate the care with which Hasbrouck has identified the strengths and weaknesses of the models, and their relations to each other. This book represents an outstanding synthesis of academic work over the last 20 years. It is--and will long be--the authoritative treatment on the subject. --Larry Harris, Fred V. Keenan Chair in Finance, USC Marshall School of Business and author of Trading and Exchanges (OUP, 2002)<br>
Author Information
Joel Hasbrouck is the Kenneth G. Langone Professor of Business Administration and Professor of Finance at the Stern School of Business, New York University. In addition to teaching at Stern, he has served as a constultant to the New York Stock Exchange and the American Stock Exchange, and on the scientific adviosry board of ITG, Inc. and Nasdaq's economic advisory board.
