Advances in Quantitative Analysis of Finance And Accounting Essays in Microstructure in Honor of David K. Whitcomb

One of the pioneers in the field of market microstructure is David K Whitcomb, who retired from Rutgers University in 1999 after 25 years of service. David generously funded the David K Whitcomb Center for Research in Financial Services, located at Rutgers University. The Center organized a conference at Rutgers in his honor. This conference showcased papers and research conducted by the leading luminaries in the field of microstructure and drew a broad and illustrious audience of academicians, practitioners and former students, all who came to pay tribute to David K Whitcomb. Most of the papers in this volume were presented at that conference and the contributions to this volume are a lasting bookmark in microstructure.Brick, Ivan E. is the author of 'Advances in Quantitative Analysis of Finance And Accounting Essays in Microstructure in Honor of David K. Whitcomb', published 2006 under ISBN 9789812566263 and ISBN 9812566260.