Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
Joel Hasbrouck’s Empirical Market Microstructure explores securities trading through the institutions, economics, and econometrics of financial markets. With an emphasis on empirical analysis, it provides a rigorous foundation for readers interested in how trading is structured, measured, and understood within modern market microstructure research.
About This Book
Empirical Market Microstructure examines securities trading through the connected perspectives of market institutions, economics, and econometrics.
Joel Hasbrouck focuses on empirical analysis, offering a rigorous treatment of the concepts and methods used to study trading and financial markets.
The book is suited to readers seeking a detailed, research-oriented understanding of market microstructure and the forces underlying securities transactions.
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