The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitione

"The process by which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical

A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continu

A comprehensive guide to the dynamic area of finance known as market microstructure Interest in market microstructure has grown dramatically in recent years due