Library
Chapter 3
Market Microstructure
Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.
22 referenced in this chapter
72 further reading
This chapter Library is for Research-to-Production students
R2P students unlock curated summaries of every key paper behind this chapter — the core findings, the methods, and how to apply them — plus resources we keep adding over time.
Continuous Auctions and Insider Trading
Market Microstructure: A Practitioner's Guide
Advances in Financial Machine Learning
Market Design—A Practitioner’s Perspective
Market Microstructure Theory
plus 89 more references inside