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Market Microstructure Theory Maureen O'Hara
Publisher: Wiley

"Central bankers worry about asset markets. The book is about the relationship between these two stories – “What were the effects on financial markets of the emergence of an authoritative theory of those markets?”. McDonnell, William E., and Susan K. Implications for Market Microstructure and Asset Pricing Volume 420 of Wiley Finance Wiley series in financial. €�The models discussed in this book are verbal and financial .. Business Lawyer 38(3)(May): 917–51. What are these models/theories? I also hope MacKenzie's argument doesn't depend this much on claims about market microstructure. Game Theory applies more or less sucessfully to market microstructure. Finance Theory and Asset Pricing. Pretty much any analysis on how change in trading rules will affect market participants carried out using GT apparatus. The CFTC Large Trader Reporting System: History and Development.