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Explore the intricacies of market microstructure in this 33-minute conference talk presented by Rafał Połoczański from the Faculty of Mathematics at Wrocław University of Science and Technology. Gain practical insights into the inner workings of financial markets, trading mechanisms, and their impact on price formation and market efficiency. Delve into key concepts and real-world applications of market microstructure theory, enhancing your understanding of how markets function at a granular level.