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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, 2004. "Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications," IDEI Working Papers 253, Institut d'Économie Industrielle (IDEI), Toulouse.
    • Handle: RePEc:ide:wpaper:825
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