Market microstructure: A survey of microfoundations, empirical results, and policy implications

Bruno Biais, Larry Glosten and Chester Spatt

Journal of Financial Markets, 2005, vol. 8, issue 2, 217-264

Date: 2005
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Working Paper: Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264

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