Bridge over ocean
1 July 2004 Financial Analysts Journal Volume 60, Issue 4

Trading and Exchanges: Market Microstructure for Practitioners (a review)

  1. Mark S. Rzepczynski
  2. Martin S. Fridson, CFA

Part of the series developed by the Financial Management Association to survey and synthesize current thinking, this book melds ideas on modeling market mechanics with discussion of the existing institutional frameworks. This comprehensive (and long overdue) book on the mechanics and structure of trading activity and exchanges is uniquely organized by a taxonomy of “trading types” and there motivations.

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