Market Microstructure Theory book cover by Maureen O'Hara
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Market Microstructure Theory

Maureen O'Hara

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Market Microstructure Theory is Maureen O'Hara's academic account of how prices form when some traders know more than others. ChartClub lists the April 1995 Wiley hardcover. It is a theory book, not a set of tape-reading setups.

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Listing facts checked 2026-10-10.

Author
Maureen O'Hara
Audience
Advanced
Publisher
Wiley
Year
1995
Pages
304

Key takeaways

  • Microstructure theory explains how orders and information can form prices. It does not hand over a trade.
  • The April 1995 hardcover is the edition of this cover. The later paperback is a different ISBN.
Wiley lists the hardcover as ISBN 9781557864437, April 1995, 304 pages. The stored cover is the file Wiley attaches to that ISBN. A later paperback uses a different ISBN and is not this record. The book walks through inventory models, information models, and strategic trading. Those are models of how a market can work. They are not a checklist for the next order, and a model that is elegant on the page can still fail on a live book. ChartClub files this under market structure because the subject is how trading itself produces prices and liquidity. A retail pattern is a different claim. Reading O'Hara does not turn a chart setup into evidence.

Tags

  • market-microstructure
  • liquidity
  • market-structure

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