We are pleased to have this book as part of the Robert W. Kolb Series in Finance and are grateful for Bob Kolb's support. Many others contributed to the success of Market Microstructure. The chapter authors deserve special appreciation for their substantial efforts in writing highly informative chapters. We appreciate our expert team at John Wiley & Sons, Inc., who showed a high level of professionalism and expertise throughout the process. Although others provided important input, we especially thank Kevin Commins, executive editor, for gaining approval of this book, as well as Melissa Lopez, production editor. Linda Baker also deserves thanks for carefully reviewing parts of the manuscript, showing great patience while I worked on this project. We also want to recognize the support provided by the Kogod School of Business at American University and the Crummer Graduate School of Business at Rollins College. The authors dedicate this book to Linda Baker and Nilgün Kiymaz.