
Empirical Market Microstructure
The Institutions, Economics, and Econometrics of Securities Trading
Joel Hasbrouck · 2007 · Oxford University Press
This book addresses the institutions, economics, and econometrics involved in securities trading, providing insights into market microstructure. It is oriented toward professionals seeking to understand the complexities of trading mechanisms and price formation in financial markets.
- Market microstructure
- Quantitative methods

