Book Reviews

Abstract

Book reviewed in this article: Microstructure: The Organization of Trading and Short Term Price Behavior. By HANS STOLL (ed.). Cheltenham, United Kingdom: Edward Elgar, 1999. Volume I, pp. xviii + 486; volume II, pp. x + 517. Worldwide Asset and Liability Modeling. By WILLIAM T. ZIEMBA and JOHN M. MULVEY (eds). Cambridge, United Kingdom: Cambridge University Press, 1998. Pp. xiv + 665.