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The PDF useful sources thread Trading Discussion. Currency Personalities.pdf 690 KB | 7,235 downloads. File Type: pdf 6. A Trader Draft of: Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris Trading & Exchanges: Market Microstructure for Practitioners. By Larry Harris. 599 pages plus extensive bibliography and index. Oxford University Press,. 2002. Classical book on market microstructure is: Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris. It's a bit outdated (2002) and missing few recent http://arxiv.org/pdf/1312.0563.pdf · http://arxiv.org/pdf/1312.0514.pdf. In financial markets, payment for order flow refers to the compensation that a broker receives, not from its client, but from a third party that wants to influence how the broker routes client orders. In general, market makers such as dealers and securities exchanges are Larry Harris reports that in 1997, 24% of E-Trade's transaction revenue came  Jan 5, 2011 the literature on asset markets with trading frictions in both finance and mon- Larry Harris, Trading and Exchanges: Market Microstructure for  Trading and Exchanges: Market Microstructure for Practitioners (Financial Management Association Survey and Synthesis) eBook: Larry Harris: Amazon.in: Kindle Synthesis); Due to its large file size, this book may take longer to download 

Securities and Exchange Commission (“SEC”) Division of Trading and Markets1