Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 9: Finance < Chapter 12

FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba

CHAPTER 12
Market Microstructure
D. Easley and M. O'Hara

1. Introduction*  

2. Walrasian (batch) models

3. Sequential trade models

4. Applications

5. Conclusions and future research

Acknowledgements

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect

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