Concepedia

Concept

market microstructure

Parents

10.5K

Publications

982.5K

Citations

13.3K

Authors

3.1K

Institutions

About

Market microstructure is an academic field within financial economics that studies the detailed process of exchange in financial markets. It investigates how trading rules, procedures, information flows, and participant behavior influence price formation, liquidity, and trading costs. This research is crucial for understanding market efficiency, designing effective trading systems, and informing regulatory policies.

Top Authors

Rankings shown are based on concept H-Index.

MO

Cornell University

AS

University of California, Los Angeles

DE

Cornell University

AM

BlackRock (United States)

AF

The University of Sydney

Top Institutions

Rankings shown are based on concept H-Index.

New York University

New York, United States

Cornell University

Ithaca, United States

National Bureau of Economic Research

Cambridge, United States

University of Chicago

Chicago, United States

Stanford University

Stanford, United States