digging gold in footnote – 2

February 3, 2010

David Whitcomb

[0] papers

[1] Transaction Costs and Institutional Investor Trading Strategies, Schwartz, Whitcomb, nomoograph 1988-23

[2] The Microstructure of Securities Markets, Kalman J Cohen, Robert A. Schwartz, David Whitcomb 1986 ( available in yale social science lib)

[3] Trading and Exchange: Market Microstructure for Practitioner, Larry Harris

[4] Empirical Market Microstructure: The Institutions, Economics, Econometrics of Security Trading, Joel Hasbrouck (available in yale social science lib)

Robert A. Schwartz:

personal page

research ( a few interesting paper before ’88)

tradex ( experimental market, here offers a glimpse of what tradex is about)

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