Hi Friends, I wanted to share a Master’s level university course on the financial market’s microstructure with you.Per Robert Kissell1,Market microstructure is the study of financial markets and how they operate. Market microstructure research primarily focuses on the structure of exchanges and trading venues (e.g. displayed and dark), the price discovery process, determinants of spreads and quotes, intraday trading behavior, and transaction costs.The YouTube Playlist (found here) covers (1 vide...