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THE MICROSTRUCTURE OF FINANCIAL MARKETS-FRANK DE J

Author: Barbara Rindi, Frank de Jong
SKU: 9780521687270

Kshs 8,000.00

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.

 

Format: Paperback / softback 210 pages, 17 Tables, unspecified; 1 Halftones, unspecified

Classifications: Classifications:

Finance

ISBN : 9780521687270

Published : 14 May 2009

Author : Barbara Rindi, Frank de Jong

Size : 245 x 173 x 11 (mm)

Weight : N/A

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