Market Microstructure

Market microstructure is a branch of finance with the details connected with how exchange occurs in markets. While theory of market microstructure applies to the exchange connected with real or economic assets, more evidence is available on the microstructure connected with financial markets because of the availability of transactions data from their store. The major forced of market microstructure study examines the ways in which the working processes of an market affects determinants connected with transaction costs, charges, quotes, volume and trading behavior.