Download class materials: Larry Harris Book Chapters
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 8
Chapter 9
Class Lecture Notes:
Chapter3: Orders
Chapter 4: Market Structures
Chapter 5: Order Driven Market Mechanisms
Chapter 6: Why Do People Trade?
Chapter 7: Market Welfare Economics
Chapter 8: Informed Trading
Chapter 9: Dealers
Chapter 10: Bid/Ask Spreads
Chapter 11: Sunshine
Chapter 12: Insider Trading
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