This one I used in the microstructure course at university, seems it's also quite popular among practitioners too:
http://www.amazon.com/gp/product/0195144708/sr=8-1/qid=1151932349/ref=pd_bbs_1/103-2178482-8369469?ie=UTF8
A good refresh on fundamentals:
Trading and Exchanges: Market Microstructure for Practitioners
by Larry Harris
http://www.amazon.com/gp/product/0195144708/ref=pd_bxgy_text_b/103-2178482-8369469?%5Fencoding=UTF8
one of the few books with an institutional trader in mind:
Optimal...
From VN's site in his very own words...
P.S. The Elite Trader site has about 50,000 contributors to it, discussing many threads of interest of the day and fray for traders. I find the discussions very good at generating fruitful questions to ask and answer. There are experts among them on...
Yeah, I guess that is a consequence of the "infancy" of social sciences compared to others like physics... anyway I'm no big fan of excessive determinism when applied to human nature...God gave us guts for a reason :D
The defunct Harvard Economic Society would be proud ...
âA severe depression like that of 1920-21 is outside the range of probability.â (In a report to its subscribers, November 1929)
Here's something on regulations and other issues relate to Chinese Markets (in english), though it doesn't answer your question.
Good Luck.
http://icf.som.yale.edu/research/china/newpage/en/essay_en/essay_en.htm