The Microstructure of Financial Markets
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Published By Cambridge University Press

9780511818547
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Liquidity and asset pricing

2012 ◽  
pp. 116-126
Author(s):  
Frank de Jong ◽  
Barbara Rindi
Keyword(s):  
Asset Pricing

Inventory models

2012 ◽  
pp. 80-90
Author(s):  
Frank de Jong ◽  
Barbara Rindi
Keyword(s):  
Inventory Models

Introduction

2012 ◽  
pp. 1-6
Author(s):  
Frank de Jong ◽  
Barbara Rindi

Preface

2012 ◽  
pp. ix-x
Author(s):  
Frank de Jong ◽  
Barbara Rindi

Models of the limit order book

2012 ◽  
pp. 127-158
Author(s):  
Frank de Jong ◽  
Barbara Rindi
Keyword(s):  
Limit Order Book ◽  
Order Book ◽  
Limit Order

Price discovery

2012 ◽  
pp. 159-179
Author(s):  
Frank de Jong ◽  
Barbara Rindi
Keyword(s):  
Price Discovery
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