OPENALEX · 1995

Market microstructure theory

Foreword. 1. Markets and Market--Making. 2. Inventory Models. 3. Information--Based Models. 4. Strategic Trader Models I: Informed Traders. 5. Strategic Trader Models II: Uninformed Traders. 6. Information and the Price Process. 7. Market Viability and Stability. 8. Liquidity and the Relationships between Markets. 9. Issues in Market Performance.

Paper Summary

Authors: Maureen O’Hara

Citations: 1352

Published: 1995-04-06T00:00:00.000Z

Why It Matters

Year: 1995. Citations: 1352. Abstract signal: Foreword. 1. Markets and Market--Making. 2. Inventory Models. 3. Information--Based Models. 4. Strategic Trader Models I: Informed Traders. 5. Strategic Trader Models II: Uninformed Traders. 6. Information and the Price...

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