Course Reading List
Finance 640 - Financial Trading
Winter A 2004

Most readings are taken from the course text book,

Harris, Larry, Trading and Exchanges: Market Microstructure for Practitioners, Oxford University Press, 2003.

which is referred to as "Harris" in the notes below.

Introduction - Harris chapter 1
Trading Stories - Harris chapter 2
The Trading Industry - Harris chapter 3
Order Types - Harris chapter 4, WSJ Article about Tradescape
Market Structures - Harris, chapter 5 (currently missing a few pages)
Nasdaq - Market Mechanics (PDF File)
Order Driven Market Mechanisms - Harris, chapter 6
Brokers - Harris, chapter 7
Informed Traders and Market Efficiency - Harris, chapter 10
Order Anticipators - Harris, chapter 11
Bluffing and Price Manipulation - Harris, chapter 12
Dealers - Harris, chapter 13
Spreads - Harris, chapter 14
Arbitrage - Harris, chapter 17
Current and Recent Events - readings TBA