Market Microstructure Theory Maureen O'Hara
Publisher: Wiley

Can anyone point me to info that describes how options pricing works from the microstructure / trading perspective (rather than the theoretical option model perspective)? Publisher: Language: English Page: 404. ISBN: 0521659787, 9780511625930. The awarded projects tackle the focused challenges of CDS&E-MSS from diverse subject areas in mathematics and statistics; collectively, they are blended efforts on theory, methodology, application, and software. Abstracts of the funded UHF data have spurred interest in empirical market microstructure and present new and interesting challenges that are essential to comprehend market microstructure, monitor and regulate markets, and conduct risk management. Market Microstructure: Intermediaries and the Theory of the Firm Daniel F. I believe I have learned the time series analysis quite well, so it might be wise to read the book by O'Hara if it's suitable for a first read on market microstructure theory? The ontology of a non-market-system is confronted with the basic methodology of economics, which is based upon profit maximization and market selection. The theoretical basis, This journal describes a problem where companies try to maintain narrow bid-ask spread even in a market for a security where an uninformed. SPULBER, DF (1996) Market Microstructure and Intermediation.