Information and learning in markets: the impact of market microstructure / by Xavier Vives.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9780691145969
- 332.642 VIV
Item type | Current library | Call number | Status | Date due | Barcode | |
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Indian Institute of Management Visakhapatnam | 332.642 VIV (Browse shelf(Opens below)) | Available | 000596 |
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332.64 HAS Empirical market microstructure: | 332.64 LO Adaptive markets : | 332.640151 Finding alphas : a quantitative approach to building trading strategies / | 332.642 VIV Information and learning in markets: | 332.644 P17 Commodity insights yearbook 2017 / | 332.645 HUL Options, futures, and other derivatives / | 332.645 HUL Options, futures and other derivatives/ |
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.
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