Hasbrouck, Joel.

Empirical market microstructure : the institutions, economics and econometrics of securities trading / Joel Hasbrouck -- Oxford ; New York : Oxford University Press, 2007.

ix, 198 p. : ill. ; 25 cm.

ISBN:  0195301641

Includes bibliographical references (p. 183-195) and index. 

1. Securities.  2. Securities-Prices.  3. Investments-Mathematical models.  4. Stock exchanges-Mathematical models. 

HG4521.H353 2007 HAS