Microstructure : the organization of trading and short term price behavior / edited by Hans R. Stoll. - Cheltenham, UK ; Northampton, Mass. : Edward Elgar Pub., c1999. - 2 v. : ill. ; 25 cm. - The international library of critical writings in financial economics ; 4 An Elgar reference collection .

Includes bibliographical references and index.

1858987490

98046610


Capital market--Mathematical models.
Securities--Prices--Mathematical models.

HG4523 / .MIC 1999

332.63/2