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Swedish House of Finance
  • About
  • Research
    • Academic Seminars
    • Fields of research
      • Household Finance
      • International Finance
      • Market Microstructure
        • Featured research
        • Publications
        • People
      • Financial Intermediation and Institutions
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    • Publications
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    • Policy documents
    • Disclosure policy
  • National PhD program
  • Outreach
  • Data Center

Market Microstructure

Market microstructure analyzes how specific trading mechanisms affect the price formation process. Microstructure deals with issues of market structure and design, price formation and price discovery, transaction and timing cost, information and disclosure, and market maker and investor behavior.

People

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Publications

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Featured research

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SHoF Podcasts

SHOF Podcast- Episode 2

 

October 24, 2019

A New Theory about Financial Markets: Invariance with Olga Obizhaeva, Albert "Pete" Kyle, and Anna Obizhaeva.

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Swedish House of Finance

Bertil Ohlins gata 4, 113 50 Stockholm

info@houseoffinance.se +46 8 736 91 00
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