The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitione

An informative guide to market microstructure and trading strategies Over the last decade, the financial landscape has undergone a significant transformation, s

The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institu

Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b