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===Classic Market Microstructure===
====General Surveys of the �FieldField====
*O'Hara, Maureen (1995), "Market Microstructure Theory", Blackwell (This is a book.) [http://books.google.com/books?id=udXjR2Dg7bwC&lpg=PR5&ots=o2Vi_-Ba-x&dq=OHara%20(1995)%20-%20Market%20Microstructure%20Theory&lr&pg=PR5#v=onepage&q&f=false (link)]
