Market Microstructure Theory

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Market microstructure - Wikipedia Market microstructure is a branch of finance concerned with the details of how exchange occurs in markets.While the theory of market microstructure applies to the exchange of real or financial assets, more evidence is available on the microstructure of financial markets due to the availability of transactions data from them. The major thrust of market microstructure research examines the ways ... Market Microstructure Theory: Maureen O'Hara ... Market Microstructure Theory [Maureen O'Hara] on Amazon.com. *FREE* shipping on qualifying offers. Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance. Market Microstructure Theory Institutional & Corporate ... * Provides a unified exposition and examination of the major models and theories used in market microstructure. * Extensive examination and discussion of information-based models with emphasis on linkage with rational expectations model and learning models.