The Microstructure of Financial Markets (Paperback)

Barbara Rindi

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Language: English

Published by Cambridge University Press, Cambridge, 2009

0521687276 / 9780521687270

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Paperback. 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.…

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Title
The Microstructure of Financial Markets (Paperback)
Author
Barbara Rindi
Publisher
Cambridge University Press, Cambridge
Publication year
2009
Condition
new
Binding
Paperback
Language
English
ISBN 10
0521687276
ISBN 13
9780521687270

CitiRetail

Stevenage, United Kingdom

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AbeBooks seller since June 29, 2022

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