A bibliometric review of Market Microstructure literature: Current status, development, and future directions

Anand Krishnan V.K., Meera Davi Chalissery and Sony Thomas

Finance Research Letters, 2024, vol. 69, issue PA

Abstract: We present a bibliometric literature review of the research conducted in the field of Market Microstructure over the past two decades. Covering 981 articles from the Web of Science (WOS) database published from 2004–2023, we summarise the publication trends and identify the most important contributors to the field. We map the conceptual structure and identify the popular themes using the Bibliometrix package run in R software. We also suggest several future research topics. Given the growing interest in applying high-frequency data in the finance literature, our study helps in understanding the application of Market Microstructure theories in modern financial markets.

Keywords: Market microstructure; Bibliometric analysis; Content analysis (search for similar items in EconPapers)
JEL-codes: C58 G13 G14 G20 (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164

DOI: 10.1016/j.frl.2024.106086

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