Dubnow, Simon (1920) The History of the Jews of Russia and Poland From the Earliest Times Until the Present Day (Translated from the Russian by I. Friedlaender). The Jewish Publication Society of America, Philadelphia.
Dubnow is the preeminent 19th century historian writing from the Jewish perspective. A man of immense erudition and impressive calm, Dubnow documents political events, cultural changes and the evolution of Jewish communities in Eastern Europe over an almost two-thousand-year period. How wonderful that this work is available for free at the Internet Archive! You can download each individual volume to your Kindle, iPad or computer – look closely at the links below to be sure you’re getting the volume you want.
Vol. I From the Beginnings Until the Death of Alexander I (1825)

Vol. II From the Death of Alexander I until the Death of Alexander III (1825 -1894)

Vol. III From the Accession of Nicholas II Until the Present Day (1916) with Bibliograpy and Index

Frederic, Harold (1892) The New Exodus: A Study of Israel in Russia. Digital version (available for free) at Internet Archive
An eyewitness account by a sympathetic journalist. As an international correspondent for the New York Times, Frederic covered the events during 1891-92 when thousands of Jewish families were expelled from Moscow and St. Petersburg. In this book (a collection of his dispatches) the author explains the twists and turns of Russian Imperial politics while providing a close-up view of the refugees' experiences.

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