I want to write good conceptual paper on Market Microstructure. What can be best possible aspects to include in the study. Please suggest some latest papers on Market Microstructure.
You may need to read and practice writing such papers. Search the literature on this area. I attach a book that you may read. However, writing such articles is different from textbooks.
Market Microstructure in Practice Kindle Edition by Charles-Albert Lehalle (Author, Editor), Sophie Laruelle (Editor)