Tell your friends about this item:
Microstructure, Statistical Fluctuations, and Technical Signals in Rational Asset Pricing Ayush Jha
Microstructure, Statistical Fluctuations, and Technical Signals in Rational Asset Pricing
Ayush Jha
This book develops a research-level framework for rational asset pricing under realistic information frictions, connecting three literatures that are often treated separately: market microstructure, statistical fluctuation models (including scaling, heavy tails, and dependence), and technical signals used in empirical practice.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| To be released | January 15, 2027 |
| ISBN13 | 9781041370031 |
| Publishers | Taylor & Francis Ltd |
| Pages | 816 |
| Dimensions | 150 × 220 × 20 mm · 1.25 kg (Weight (estimated)) |