| Literatur |
- de Jong, F. and B. Rindi (2009). The Microstructure of Financial Markets. Cambridge Books.
- Hasbrouck, J. (2007). Empirical Market Microstructure. Oxford Press.
- Lo, A.W. (2007). Continuous-Time Methods and Market Microstructure. Edward Elgar.
- Harris, L. (2003). Trading & Exchanges: Market Microstructure for Practitioners. Oxford Press.
- M. O’Hara (2000). Market Microstructure Theory. Blackwell Publishers.
- Campbell, J. Y., A.W. Lo and A.C. MacKinlay (1996). The Econometrics of Financial Markets. Princeton University Press.
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