Information and Learning in Markets
The Impact of Market Microstructure
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Word Count
104,000 words, Guess
Page Count
416 pages
Physical Format
Hardcover
Identifiers
- Open LibraryOL11182885M
- ISBN-139780691127439
- ISBN-100691127433
- OCLC Control Number609870208
- OCLC Control Number214307326
and 4 more
- OCLC Control Numberinformationlearn00vive
- Library of Congress Control Number2008921431
- LibraryThing8892347
- Goodreads3655180
Classifications
- LCCHG4551 .V58 2008
Description
"The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding how markets work and prices are set. This graduate-level textbook analyzes how markets aggregate information and examines the impacts of specific market arrangements - or microstructure - on the aggregation process and overall performance of financial markets. Xavier Vives bridges the gap between the two primary views of markets-informational efficiency and herding - and uses a coherent game-theoretic framework to bring together the latest results from the rational expectations and herding literatures."--Jacket.
Subjects
Other Editions
- Information and Learning in Markets: The Impact of Market Microstructure
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