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

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

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  • Biais, Bruno & Glosten, Larry & Spatt, Chester, 2005. "Market microstructure: A survey of microfoundations, empirical results, and policy implications," Journal of Financial Markets, Elsevier, vol. 8(2), pages 217-264, May.
    • Handle: RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264
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