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How the Stock Market Works – From Exchanges to Market Makers

by Lukas Steiner
16. November 2025
in Stocks

The stock market may appear chaotic from the outside—prices moving quickly, tickers flashing, and millions of trades executed every second. But beneath this constant activity lies a well-structured system designed to match buyers and sellers efficiently. Understanding how this system works is essential for every investor, whether you’re placing your first trade or building a long-term portfolio.

This article breaks down the mechanics of the stock market, explaining how exchanges function, who participates, how prices are formed, and why liquidity is crucial. By the end, you’ll have a clear view of what happens “behind the scenes” every time you buy or sell a stock.


Table of Contents

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  • What Exactly Is the Stock Market?
  • Primary Market vs. Secondary Market
  • How Trading Actually Happens
  • Understanding Brokers
  • Order Types: How You Control Your Trades
  • What Determines Stock Prices?
  • The Role of Market Makers
  • What Is Liquidity?
  • Market Participants: Who’s Trading?
  • Market Hours & After-Hours Trading
  • Why Understanding Market Mechanics Matters

What Exactly Is the Stock Market?

The stock market is a network of exchanges where investors trade shares of publicly listed companies. It acts as a marketplace—a digital meeting point—for buyers and sellers.

The two largest exchanges in the world are:

  • New York Stock Exchange (NYSE)
  • NASDAQ

Both provide regulated environments where companies can list shares and investors can trade them safely and efficiently.

While people often refer to “the stock market” as a single entity, it’s really a collection of these exchanges working together to represent overall market activity.


Primary Market vs. Secondary Market

The stock market operates in two phases:

1. Primary Market

This is where companies sell shares for the first time during an IPO (Initial Public Offering).
Investors buy directly from the company, which uses the capital to grow its business.

2. Secondary Market

After the IPO, shares trade freely among investors on exchanges.
This is where everyday trading happens—and where prices fluctuate based on supply and demand.

When you buy shares through your broker, you’re trading in the secondary market.


How Trading Actually Happens

When you place a trade, you might imagine someone on the other side manually accepting it. In reality, modern trading is highly automated.

Here’s the simplified process:

  1. You submit an order through your broker.
  2. The broker routes your order to an exchange or market maker.
  3. The exchange looks for a matching order (a buyer for every seller, and vice versa).
  4. Once matched, the trade is executed.
  5. The transaction is confirmed and settled in the background.

This all happens in milliseconds.


Understanding Brokers

A broker is your gateway to the stock market. Brokers facilitate your trades, provide trading platforms, and ensure that your orders reach the exchange.

Types of brokers include:

Full-Service Brokers

Offer personalized advice, research, and tailored investment plans—usually at higher fees.

Discount Brokers

Focus on low-cost or zero-commission trading with easy-to-use interfaces.
Most retail investors use these platforms today.

Your broker does not hold your shares directly; instead, they store them in custody through regulated clearing institutions.


Order Types: How You Control Your Trades

When placing a trade, the order type you choose determines how the transaction is executed.

Market Order

Executes immediately at the best available price.
Fast, but price may vary slightly due to rapid market movement.

Limit Order

Executes only at your specified price or better.
Gives you control, but may not execute if the price never reaches your limit.

Stop-Loss Order

Triggers a market order when the stock falls to a specific price.
Useful for risk management.

Stop-Limit Order

Triggers a limit order at your stop price, adding precision to your exit strategy.

Understanding order types helps you manage risk, control execution, and avoid unnecessary surprises in volatile markets.


What Determines Stock Prices?

Stock prices are set by supply and demand.
When more people want to buy a stock than sell it:

  • Demand rises
  • Prices climb

When more want to sell than buy:

  • Supply increases
  • Prices fall

But why do these imbalances occur?

Factors Influencing Supply & Demand

  • Company performance (earnings, guidance)
  • Economic data
  • Interest rates
  • Market sentiment
  • Industry trends
  • Global events
  • Technical indicators

Prices adjust dynamically as new information enters the market.


The Role of Market Makers

Market makers are institutions or firms that ensure trading runs smoothly. They constantly quote buy and sell prices to keep markets liquid.

Without market makers:

  • Prices would be unstable
  • Spreads (the gap between buy and sell prices) would widen
  • Traders might struggle to execute orders quickly

Market makers profit through the spread while stabilizing the trading environment.


What Is Liquidity?

Liquidity refers to how easily a stock can be bought or sold without shifting its price.

High Liquidity

  • Tight spreads
  • Fast execution
  • Stable prices
    Example: Apple, Microsoft, ETFs.

Low Liquidity

  • Wider spreads
  • Slippage risk
  • Harder execution
    Example: Small-cap or low-volume stocks.

Liquidity is one of the most important—and often overlooked—factors for retail investors.


Market Participants: Who’s Trading?

The stock market comprises a variety of players, each with different goals:

  • Retail investors – individual traders and long-term investors
  • Institutional investors – hedge funds, mutual funds, pension funds
  • Market makers – liquidity providers
  • High-frequency traders (HFT) – algorithmic systems trading in microseconds
  • Corporate insiders – executives or large shareholders
  • Arbitrage traders – profiting from price differences across markets

Their combined activity shapes price movement and market trends.


Market Hours & After-Hours Trading

Most markets operate on fixed schedules.
For example, U.S. markets run:

  • 9:30 AM – 4:00 PM EST (regular hours)
  • Pre-market and after-hours sessions allow extended trading

Extended hours come with:

  • Lower liquidity
  • Wider spreads
  • Higher volatility

Still, they can offer opportunities around earnings releases or major news.


Why Understanding Market Mechanics Matters

Many investors rush to buy stocks without understanding how the market itself functions. But this foundational knowledge helps you:

  • Place smarter trades
  • Understand price movements
  • Interpret volatility
  • Choose better order types
  • Avoid emotional decisions
  • Navigate broker platforms with confidence

The more you understand the system, the better equipped you are to use it effectively.

In the next article, we dive into the different types of stocks, such as growth, value, dividend, blue-chip, small-cap, cyclical, and defensive. Understanding these categories is key to building a well-balanced investment strategy.

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