Keywords
Market microstructureAggregate (composite)Transaction costDatabase transactionAsset (computer security)Moment (physics)EconomicsMicroeconomicsFinancial economicsBusinessEconometricsOrder (exchange)Computer scienceFinance
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Publication Info
- Year
- 1976
- Type
- article
- Volume
- 3
- Issue
- 3
- Pages
- 257-275
- Citations
- 546
- Access
- Closed
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Cite This
Mark B. Garman
(1976).
Market microstructure.
Journal of Financial Economics
, 3
(3)
, 257-275.
https://doi.org/10.1016/0304-405x(76)90006-4
Identifiers
- DOI
- 10.1016/0304-405x(76)90006-4