NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Market Microstructure (MM)

Bruce Lehmann, Director

    The Market Microstructure Working Group is devoted to theoretical, empirical, and experimental research on the economics of securities markets, including: the role of information in the price discovery process; the definition, measurement, control, and determinants of liquidity and transactions costs; and their implications for the efficiency, welfare, and regulation of alternative trading mechanisms and market structures.

Working Papers by NBER Working Group - MM
 
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