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Market microstructure: A survey

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  • Madhavan, Ananth

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  • Madhavan, Ananth, 2000. "Market microstructure: A survey," Journal of Financial Markets, Elsevier, vol. 3(3), pages 205-258, August.
  • Handle: RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258
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