برچسب: Madhavan
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Madhavan-Market Microstructure-A Survey
Market Microstructure Market microstructure studies the process by which investors’ latent demands are ultimately tran slated into prices and volumes. This paper reviews the theoretical, empirical and experimental literature on \market microstructure relating to : price formation, including the dynamic process by which prices come to impound information, marketstructure and design, including the relation between […]