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The Foreign Exchange Market: Theory and Practice
This text provides a modern market microstructure perspective on foreign exchange.
A Primer on Market Microstructure: Essentials for Traders
This work serves as a foundational reference on market microstructure concepts and bid-ask dynamics.
Owen F. Harris · 2002 · MIT Press
A Primer on Market Microstructure provides an accessible introduction to the essential concepts and mechanisms that underpin trading environments. It focuses on the behaviour of market participants and the impact of their actions on price formation and liquidity.
Owen F. Harris · Hon-Ho Kwang · 2017 · John Wiley & Sons
This comprehensive text delves into the foreign exchange market, covering both theoretical frameworks and practical applications. It addresses key concepts in market microstructure, making it essential for traders and analysts seeking to enhance their understanding of FX dynamics.