Synopsis
The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure.
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About the Authors
Frank de Jong is Professor of Financial Markets and Risk Management at Tilburg University. He is also a senior research fellow and program coordinator at Netspar, an independent network for research and education in the field of pensions, aging and retirement.
Barbara Rindi is Associate Professor of Economics at Bocconi University in Milan. She is also a researcher for for the Paolo Baffi Centre for Monetary and Financial Economics.
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The Microstructure of Financial Markets
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ISBN 10: 0521867843
ISBN 13: 9780521867849
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Microstructure of Financial Markets
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Condition: New. The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. Num Pages: 210 pages, 1 b/w illus. 17 tables. BIC Classification: KFF. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 247 x 174 x 13. Weight in Grams: 590. . 2009. Illustrated. hardcover. . . . . Seller Inventory # V9780521867849
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The Microstructure of Financial Markets
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Condition: New. The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. Num Pages: 210 pages, 1 b/w illus. 17 tables. BIC Classification: KFF. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 247 x 174 x 13. Weight in Grams: 590. . 2009. Illustrated. hardcover. . . . . Books ship from the US and Ireland. Seller Inventory # V9780521867849
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Hardcover. Condition: new. Hardcover. The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitioners alike to have a much more sophisticated understanding of the dynamics of price formation in financial markets. Frank de Jong and Barbara Rindi provide an integrated graduate level textbook treatment of the theory and empirics of the subject, starting with a detailed description of the trading systems on stock exchanges and other markets and then turning to economic theory and asset pricing models. Special attention is paid to models explaining transaction costs, with a treatment of the measurement of these costs and the implications for the return on investment. The final chapters review recent developments in the academic literature. End-of-chapter exercises and downloadable data from the book's companion website provide opportunities to revise and apply models developed in the text. The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521867849
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