Hasbrouck, Joel Empirical market microstructure : the institutions, economics, and econometrics of securities trading / Joel Hasbrouck - Oxford : Oxford Univ. Press, 2007 - 198 p. : ill. Includes bibliographical references and index ISBN: 9780195301649 Subjects--Topical Terms: SECURITIESSECURITIES--PRICESINVESTMENTS--MATHEMATICAL MODELSSTOCK EXCHANGES--MATHEMATICAL MODELS LC Class. No.: HG4521 / H372E