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

  • Biais, Bruno
  • Glosten, Larry
  • Spatt, Chester

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Article provided by Elsevier in its journal Journal of Financial Markets.

Volume (Year): 8 (2005)
Issue (Month): 2 (May)
Pages: 217-264

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Handle: RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264
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