Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications

Bruno Biais, Larry Glosten and Chester Spatt

No 253, IDEI Working Papers from Institut d'Économie Industrielle (IDEI), Toulouse

Date: 2004
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Journal Article: Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)
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