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Biais, BrunoIdRef, Glosten, Larry and Spatt, Chester (2005) Market Microstructure: a Survey of Microfoundations, Empirical Results and Policy Implications. Journal of Financial Markets, 8 (2). pp. 217-264.

Biais, BrunoIdRef, Glosten, Larry and Spatt, Chester (2004) Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications. IDEI Working Paper, n. 253

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