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Four market microstructure papers you might have missed

Etienne Mercuriali
By Etienne Mercuriali

Global Trading examines four of the most influential trading and market microstructure papers published online in the past two months. Does the square-root price impact law hold universally? For years, […]

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Etienne Mercuriali
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Global Trading is an industry-leading news service for the global equities capital markets: providing information, education, insights and analysis for senior professionals working within trading and execution across Europe, the UK, North America, APAC and other emerging markets. With a focus on the intersection between the buy and sell-sides, Global Trading covers all industry elements from technology and trading strategies to regulation, best execution, market structure and liquidity.

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