The Microstructure of Financial Markets
Language: English
Published by Cambridge University Press, GB, 2009
- Softcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
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Add to basketItem description from seller
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.
Seller Inventory # LU-9780521687270
- Title
- The Microstructure of Financial Markets
- Author
- Frank de Jong, Barbara Rindi
- Publisher
- Cambridge University Press, GB
- Publication year
- 2009
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0521687276
- ISBN 13
- 9780521687270
- Item weight
- 420 grams
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
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