Phrases with «market microstructure»

Market microstructure refers to the intricate details and framework that shape how financial markets operate. It focuses on understanding the mechanics of trading, including factors like order placement, execution, and price formation. In simple terms, it examines how trades are made and how the market functions at a granular level. Full definition

Sentences with «market microstructure»

  • There is a growing academic literature on market microstructure; one thing it addresses is measurement of the total costs of trading. (alephblog.com)
  • Economists wanting to get a look at market microstructure would also benefit. (alephblog.com)
  • I first came across this concept applied in financial markets in Larry Harris» Trading and Exchanges: Market Microstructure for Practitioners, and Henri Amiel's quote refreshed it. (tradingsetupsreview.com)
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