Market microstructure is generally speaking the way markets are organized at the impact of there structure on the price formation process.
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Market making in thinly traded assets
Could anyone suggest some literature or have any practical advice for marking a market in thinly traded assets with the following characteristics:
0-10 trades per day.
Open limit-order book with 0-5 ...
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Market microstructure knowledge
Market microstructure is a mix of economics, probability, econophysics, statistics and optimisation. Any feedback from the 2010 conference on the topic? Please post them here and we will take them ...
