文档介绍：Professor Larry Harris Trading and Exchanges Draft Copy
TRADING AND EXCHANGES:
Market Microstructure for
Practitioners
Larry Harris
Fred V. Keenan Chair in Finance
Marshall School of Business
University of Southern California
March 5, 2002 Draft
ing
Oxford University Press
Fall 2002
©2002 Oxford University Press Draft: March 1, 2002 i
Professor Larry Harris Trading and Exchanges Draft Copy
This book is dedicated to
the memory of
the victims of the September 11, 2001 terrorist acts in
New York, Virginia, and Pennsylvania
and to
the honor of
those people whose heroic actions
on that day saved so many lives.
©2002 Oxford University Press Draft: March 1, 2002 iii
Professor Larry Harris Trading and Exchanges Draft Copy
Acknowledgements
Many people contributed to the ess of this project with their encouragement, advice,
knowledge, and expertise. I would not have started this project without their interest, and I
would not pleted it without their support. The book is much better for their
contributions.
I received my first encouragement as a graduate student at the University of Chicago, long before
I knew anything about market microstructure. Professor Arnold Zellner advised me to publish a
book based on lectures I would give when I became a professor. Although it seemed
unimaginable to me at the time, I never forgot his advice or his confidence in me. I look forward
to the time when I will read a book written by one of my students.
Several publishers suggested that I write this book. I particularly appreciate the interest shown
by editors Mike Junior, Randall Adams, Maureen Riopelle, h MacLeod, and Paul
Donnelly. I have no doubt that they all would have been very helpful in the development of this
book. I regret that I could not work with them all. Their encouragement, enthusiasm, and vision
helped kindle and sustain my interest.
This book w