Market Microstructure publications
Below a list of all publications in the field of Market Microstructure. For a list of all publications see the link to the right
2021
Jungsuk Han, James Dow and Francesco Sangiorgi (2021).
2019
Anders Anderson, Howard Jones and José Martinez (2019). Measuring the Added Value of Stock Recommendations. Journal of Financial and Quantitative Analysis, pp.
Björn Hagströmer and Albert J. Menkveld (2019).
Matthew Baron, Jonathan Brogaard, Björn Hagströmer, and Andrei Kirilenko (2019).
2018
Jungsuk Han and Albert S. Kyle (2018).
2015
Bo Becker, Torbjörn Becker, Marieke Bos, Peter Englund (Ed.) and Pehr Wissén (2015).
2013
Michael Halling, Pam Moulton and Marios Panayides (2013).