deep-econom (deep_econom) wrote,
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deep_econom

Микроструктура. Market Microstructure

Микроструктура.

Thierry Foucault, Marco Pagano, and Ailsa Roell.
Market Liquidity: Theory, Evidence, and Policy.

Joel Hasbrouck.
Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading.

Larry Harris.
Trading and Exchanges: Market Microstructure for Practitioners.
Tags: микроструктура
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