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Larry Harris Trading and Exchanges: Market Microstructure for Practitioners
"Larry Harris’s foundational text, Trading and Exchanges: Market Microstructure for Practitioners, serves as the definitive guide to understanding how financial markets operate, how trades are executed, and how market structures influence asset prices. Published by Oxford University Press, this comprehensive volume bridges the gap between academic theory and practical trading reality. It explains the mechanics of order routing, the behavior of various market participants, and the economic drivers that shape liquidity, volatility, and execution costs across modern financial systems. Introduction to Market Microstructure and Larry Harris's Frame..."
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