The present study has been accepted as a doctoral thesis by the Depart ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main. It grew

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b

A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based

Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden:

Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent