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Market Microstructure Theory

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. More »

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Score Explained

75 Significantly considerable

Score is generated on the basis of amazon average reviews, review likeness, product age, price range, discount of the product.

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Customer Reviews

Reviews about the "Market Microstructure Theory"

The Average Review score is 4.1 on a scale of 5.0. Total 10 reviewers are considered to generate the average review. Some of the new or latest reviews in Business & Investing might be helpful and interesting to you. This average review is fetched by Kirsten Tranter and posted on 24 August

5 stars

4 stars

#5 Stars: 4 , #4 Stars: 5 , #1 Star: 1

[ 4.0 stars ] "I have both an economics and statistics background and I found this a tough read for several reasons.Economic students would love this book.Most of my issues are realted to the writing style and presenation of the information. The style is academic and is not a pleasure read by any means. The other issue is that you almost have to read this in order. Some of the formulas are not obvious, and they ..." Courtesy by Amazon
- The Business & Investing review is genenrated by Marc Mest which was written on February 5, 2012 Review fetched on August 26, 2013 by Books Central.

[ 5.0 stars ] "High frequency trading involves a deep understanding about the dynamics of the double auction book, how orders are being placed in the queue, the probability of being filled, etc. This book is indispensible and unique on this regard. No high frequency trader will survive these days' market microstructure unless she/he is familiar with the models and concepts discussed in this brilliant work.A ..." Courtesy by Amazon
- The Business & Investing review is genenrated by Martul which was written on August 30, 2010
2 users liked the review and gave their verdict that this review was intuitive enough to select or buy the Business & Investing out of 2 users. Review fetched on August 26, 2013 by Books Central.

[ 4.0 stars ] "This year is the fifteenth anniversary of publication of the "Market Microstructure Theory." Since then, many books on the subject appeared, most prominently Hasbrouck's "Empirical Market Microstructure" (2007) for advanced readers and L. Harris' textbook for the first acquaintance with the subject(2002), but none, as yet, can substitute for readability and mathematical presentation of MMT ..." Courtesy by Amazon
- The Business & Investing review is genenrated by Peter B. Lerner which was written on August 12, 2010
3 users liked the review and gave their verdict that this review was intuitive enough to select or buy the Business & Investing out of 3 users. Review fetched on August 26, 2013 by Books Central.

[ 5.0 stars ] "Perfect to review material from various papers, very good for initial introduction to the field, very nice for systematizing the material! ..." Courtesy by Amazon
- The Business & Investing review is genenrated by Maria Chaderina which was written on August 15, 2008
1 users liked the review and gave their verdict that this review was intuitive enough to select or buy the Business & Investing out of 1 users. Review fetched on August 26, 2013 by Books Central.

[ 4.0 stars ] "This book is probably best for someone with some formal economics or mathematics training. Or at least a reader with a strong interest in this field. If you are interested in microstructure and want a good review of current models, this book is for you. ..." Courtesy by Amazon
- The Business & Investing review is genenrated by Joshua Reich which was written on March 26, 2008
1 users liked the review and gave their verdict that this review was intuitive enough to select or buy the Business & Investing out of 1 users. Review fetched on August 26, 2013 by Books Central.

Specification

Product Specification
Available	Yes
Author	Maureen O'Hara
Binding	Paperback
EAN	9780631207610
Edition	1
ISBN	0631207619
Label	Wiley
Manufacturer	Wiley
NumberOfItems	1
NumberOfPages	300
PackageQuantity	1
ProductGroup	Book
ProductTypeName	ABIS_BOOK
PublicationDate	1998-03-06
Publisher	Wiley
ReleaseDate	1998-01-29
Studio	Wiley
Title	Market Microstructure Theory

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Score Explained

75 Significantly considerable

Score Graph

Customer Reviews

Reviews about the "Market Microstructure Theory"

The Average Review score is 4.1 on a scale of 5.0. Total 10 reviewers are considered to generate the average review. Some of the new or latest reviews in Business & Investing might be helpful and interesting to you. This average review is fetched by Kirsten Tranter and posted on 24 August

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