Classic
Flash Boys
A Wall Street revolt
Michael Lewis · 2015 · W. W. Norton
Market structure and HFT in narrative form.
- Market microstructure
- Market memoirs
Books
Catalogue · market microstructure · Classics
Search runs across title, subtitle, short description, and author names. Topics mirror the full instrument and desk coverage of the library—see also topic hubs.
5 titles match these filters
Classic
Algorithmic Trading & DMA
An introduction to direct access trading strategies and systems
Barry Johnson · 2010 · John Wiley & Sons
Execution, algorithms, and market access mechanics.
- Market microstructure
- Quantitative finance
The Microstructure Approach to Exchange Rates
Classic
The Microstructure Approach to Exchange Rates
Order flow, information, and exchange-rate determination
Richard K. Lyons · 2006 · MIT Press
Landmark FX microstructure reference.
- FX
- Market microstructure
Classic
Trading and Exchanges
Market microstructure for practitioners
Larry Harris · 2002 · Oxford University Press
Institutional view of trading mechanics and market design.
- Market microstructure
Market Microstructure Theory
Classic
Market Microstructure Theory
The theoretical foundations of market microstructure
Maureen O'Hara · 1998 · John Wiley & Sons
Foundational microstructure theory.
- Market microstructure