000			01976cam a22003614a 4500
001			2006003935
003			DLC
005			20160712122654.0
008			060203s2007 enka b 001 0 eng
010			_a 2006003935
020			_a9780195301641 (cloth : alk. paper)
035			_a(OCoLC)ocm63472962
035			_a(OCoLC)63472962
040			_aDLC _cDLC _dBAKER _dBTCTA _dC#P _dYDXCP _dCOO _dDLC
050	0	0	_aHG4521 _b.H353 2007
082	0	0	_a332.64 _222
100	1		_aHasbrouck, Joel.
245	1	0	_aEmpirical market microstructure _cJoel Hasbrouck
246			_aThe institutions, economics and econometrics of securities trading
260			_aOxford ; _aNew York : _bOxford University Press, _c2007.
300			_aix, 198 p. : _bill. ; _c25 cm.
504			_aIncludes bibliographical references (p. 183-195) and index.
505	0		_aIntroduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
520			_aThis book is a study of the trading mechanisms in financial markets: the institutions, the economic principles underlying the institutions, and stastical models for analysing the data they generate.
590			_aosa15/05/13
591			_aLoans
650		0	_aSecurities.
650		0	_aSecurities _xPrices.
650		0	_aInvestments _xMathematical models.
650		0	_aStock exchanges _xMathematical models.
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/toc/ecip068/2006003935.html
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0724/2006003935-b.html
999			_c3744 _d3744