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Market Microstructure Theory - O'Hara, Maureen, PhD
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Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.

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Market Microstructure Theory 1998, Wiley

ISBN-13: 9780631207610

Revised edition

Trade paperback

Market Microstructure Theory 1995, Wiley, Cambridge, MA

ISBN-13: 9781557864437

Hardcover