The Microstructure of Financial Markets

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The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure.

The Microstructure of Financial Markets 2009, Cambridge University Press, Cambridge

ISBN-13: 9780521867849

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The Microstructure of Financial Markets 2009, Cambridge University Press, Cambridge

ISBN-13: 9780521687270

Trade paperback

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