Market Microstructure Research Databases: History and Projections

Robert A Wood

Journal of Business & Economic Statistics, 2000, vol. 18, issue 2, 140-45

Abstract: This article presents a partial history of the development of transactions databases of securities prices. The availability of these databases, which in part were funded by the National Science Foundation, has fueled the rapid growth of market microstructure research as a discipline within financial economics. Furthermore, the article examines the accelerating growth of securities trading and examines the implication of this growth for empirical microstructure research.

Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlbes:v:18:y:2000:i:2:p:140-45

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