+Market microstructure investigates the intricate processes by which individual orders are transformed into completed trades within [Financial Markets](/wiki/financial_markets). It meticulously examines price formation, [Liquidity](/wiki/liquidity), and the precise impact of trading rules on market dynamics.
+## See also
+- [High-Frequency Trading](/wiki/high-frequency_trading)
+- [Order Book](/wiki/order_book)
+- [Market Efficiency](/wiki/market_efficiency)
... 1 more lines