This book exposes and comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and in

Focusing on market microstructure, Harris (chief economist, U.S. Securities and Exchange Commission) introduces the practices and regulations governing stock tr

Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important

The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institu

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