This book, written by Joakim Westerholm, Professor of Finance and former trading professional, is intended to be used as basis for developing courses in Securit

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

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

The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This b

The analysis of the microstructure of financial markets has been one of the most important areas of research in finance and has allowed scholars and practitione