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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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Paper provided by Institut d'Économie Industrielle (IDEI), Toulouse in its series IDEI Working Papers with number 253.

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Date of creation: 2004
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Publication status: Published in Journal of Financial Markets, vol. 8, n°2, mai 2005, p. 217-264.
Handle: RePEc:ide:wpaper:825
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