Hi all,
I really enjoyed Trading and Exchanges by Larry Harris and found it an illuminating read.
Are there any other similar books in the same vein? I see some other books show up on Amazon on the same subject, but don't know if they're any good or provide additional value over Harris (which I will probably re-read).
Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
Market Liquidity: Theory, Evidence, and Policy
Market Microstructure Theory
Market Microstructure in Practice
Thanks in advance.
Howard
I really enjoyed Trading and Exchanges by Larry Harris and found it an illuminating read.
Are there any other similar books in the same vein? I see some other books show up on Amazon on the same subject, but don't know if they're any good or provide additional value over Harris (which I will probably re-read).
Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
Market Liquidity: Theory, Evidence, and Policy
Market Microstructure Theory
Market Microstructure in Practice
Thanks in advance.
Howard
and be very rich !