{"product_id":"market-microstructure-theory-9781557864437","title":"Market Microstructure Theory","description":"\u003cp\u003e • Author(s): Maureen O'Hara\u003cbr\u003e • Publisher: Wiley\u003cbr\u003e • Publisher Imprint: Wiley\u003cbr\u003e • BISAC: Marketing - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003eWritten 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. \u003c\/p\u003e\u003cp\u003eAfter an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. There is then an extensive examination and discussion of the information-based models, with particular attention paid to the linkage with rational expectations model and learning models. The concluding chapters are concerned with price dynamics and with applications of the various models to specific microstructure problems including: \u003c\/p\u003e \u003cp\u003e\u003cbr\u003e \u003c\/p\u003e \u003cul\u003e \u003cli\u003eLiquidity.\u003cbr\u003e \u003c\/li\u003e \u003cli\u003eMulti-market trading.\u003cbr\u003e \u003c\/li\u003e \u003cli\u003eMarket structure.\u003cbr\u003e \u003c\/li\u003e \u003cli\u003eMarket Design \u003ci\u003eMarket Microstructure Theory\u003c\/i\u003e includes extensive appendices developing Bayesian learning and the rational expectations framework.\u003c\/li\u003e \u003cbr\u003e  \u003c\/ul\u003e","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":45130806591639,"sku":"9781557864437","price":7916.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9781557864437.webp?v=1767281055","url":"https:\/\/atlanticbooks.com\/products\/market-microstructure-theory-9781557864437","provider":"Atlantic Books","version":"1.0","type":"link"}