Additional Reading
I. INTRODUCTION TO SECURITIES TRADING AND MARKETS
Investopedia's Introduction to Securities Markets (with some obnoxious pop-ups)
II. MARKETS AND TRADING PROCESSES
New York Stock Exchange
New York Stock Exchange (Overview)
New York Stock Exchange (Financial Literacy)
World Federation of Exchanges
The Intercontinental Exchange
I.C.E. web site describing its takeover of the NYSE
III. INSTITUTIONAL TRADING
IOSCO: Regulatory Issues Raised by the Impact of Technological Changes on Market Integrity and Efficiency
Clark, Carol: How to keep markets safe in the era of high-speed trading
TradersMagazine: Dark Pool Volume Down in 2012
IV. REGULATION OF TRADING AND SECURITIES MARKETS
The S.E.C.
The S.E.C.: The Laws That Govern the Securities Industry
Schapiro, Mary: Remarks Before the Security Traders Association
Seclaw.com: Introduction to Securities Law
V. INFORMATION, TRADING AND SPREADS
Madhavan: Market Microstructure: A Survey
NBER Working Group on Market Microstructure: Working Papers
Evans, MDD: Foreign Exchange Market Microstructure
VI. RANDOM WALKS, RISK AND ARBITRAGE
Findley and Vaman: Introduction to Options
VII. ARBITRAGE AND HEDGING WITH FIXED INCOME INSTRUMENTS AND CURRENCIES
Bond Duration Basics
VIII. ARBITRAGE AND HEDGING WITH OPTIONS
Bauer: Introducton to Options
IX. EVALUATING TRADING STRATEGIES AND PERFORMANCE
Harvey and Gray: Quantitative Performance Analysis
X. THE MIND OF THE INVESTOR
Sapra and Zak: Neurofinance: Bridging Psychology, Neurology, and Investor Behavior
Research Papers in Behavioral Finance
XI. MARKET EFFICIENCY
Damodoran: Market Efficiency and Tests
Intrade Prediction Market
Iowa Electronic Markets
XII. TRADING GONE AWRY
Davies: List of Financial Scandals
The S.E.C. Warning on Day Trading