Market Microstructure in Emerging and Developed Markets: Price Discovery, Information Flows, and Transaction Costs by Greg Filbeck, H. Kent Baker

Market Microstructure in Emerging and Developed Markets: Price Discovery, Information Flows, and Transaction Costs

Greg Filbeck, H. Kent Baker

544 pages • first pub 2013 (editions)

challenging informative medium-paced
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Interest in market microstructure has grown dramatically in recent years due largely in part to the rapid transformation of the financial market environment by technology, regulation, and globalization. Looking at market transactions at the most g...

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