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2011 | OriginalPaper | Buchkapitel

Market Microstructure

verfasst von : Clara Vega, Christian S. Miller

Erschienen in: Complex Systems in Finance and Econometrics

Verlag: Springer New York

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Article Outline

Glossary
Definition of the Subject
Market Structures
Inventory Models
Information-Based Models
Easley and O’Hara’s Model
Kyle Model
Empirical Market Microstructure
Future Directions
Bibliography

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Metadaten
Titel
Market MicrostructureMarket microstructure
verfasst von
Clara Vega
Christian S. Miller
Copyright-Jahr
2011
DOI
https://doi.org/10.1007/978-1-4419-7701-4_32