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University of Maryland
Robert H. Smith School of Business
This Version: August 3, 2015
1
Albert S. KyleMarket Microstructure SyllabusAugust 2428, 2015 2
1 Trading as a game
Dealer markets and organized exchanges as political outcomes: fixed
commissions versus dealer intermediation.
Main readings:
Single-price auctions
Main readings:
Market Crashes
Main readings:
Other Readings
Other books and surveys are the following: