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Market Microstructure Theory / Edition 1

Market Microstructure Theory / Edition 1

by Maureen O'Hara, O'HaraMaureen O'Hara
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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.

Product Details

ISBN-13: 9780631207610
Publisher: Wiley
Publication date: 03/06/1998
Edition description: Revised ed.
Pages: 300
Product dimensions: 6.00(w) x 9.00(h) x 0.62(d)
Age Range: 18 Years

About the Author

Maureen O'Hara is the Robert W. Purcell Professor of Finance at the Johnson Graduate School of Management at Cornell University. She holds a Ph. D. in Finance from North-western University. Professor O'Hara has also taught at the London Business School and the University of California at Los Angeles. She received the Young Scholar Recognition Award from the American Association of University Women in 1986. She is a director of both the American Finance Association and the Western Finance Association. Professor O'Hara is the co-editor of the Journal of Financial Intermediation and is an associate editor at numerous finance journals.

Table of Contents


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.

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