マーケットマイクロストラクチャー
Foucault, Pagano, Roell, Market Liquidity: Theory, Evidence, and Policy, Oxford University Press, 2013, ISBN 978-0-19-993624-3
Jalil, Abdul and Feridun, Mete (2010) Explaining exchange rate movements: An application of the market microstructure approach on the Pakistani foreign exchange market. The Journal of Developing Areas, 44 (1). pp. 255–265. ISSN 0022-037X (print), 1548-2278 (on-line) (doi:10.1353/jda.0.0083)
Harris, Lawrence, Trading & Exchanges: Market Microstructure for Practitioners, Oxford Press, Oxford, 2003, ISBN 0-19-514470-8.
Hasbrouck, Joel, Empirical Market Microstructure, Oxford Press, Oxford, 2007, ISBN 0-19-530164-1.