强烈推荐禅师李彪，缠中说禅-禅师教你炒股票108课，是我个人认为比较完整的股市分析框架，不过有点晦涩，不太容易懂，需要反复研读。http://blog.sina.com.cn/u/1215172700

如果樓主是從事研究工作或股市分析師，我建議可以先從了解股票市場的運作開始

您也許可以參考下列文章研讀：

1. Overview of Market Microstructure

  Harris, Larry, 2003, Trading and Exchanges-Market Microstructure for Practitioners, Oxford University Press.

2. Price Behavior and Market Design

 Kandel, Eugene, Barbara Rindi, and Luisella Bosetti, 2012, The effect of a closing call auction on market quality and trading strategies, Journal of Financial Intermediation,21, 23-49.

3. Bid-Ask Spread

Huang and Stoll, 1997, The components of the bid-ask spread: A general approach, Review of Financial Studies, 10, 995-1034.

4. Liquidity

Kavajecz, K. and E. Odders-White, 2004, Technical analysis and liquidity provision, Review of Financial Studies, 1043-1071.

5. Order Flow

Ranaldo, Angelo, 2004, Order aggressiveness in limit order book markets, Journal of Financial Markets 7, 53-74

6. Market Information Process and Price Discovery

Chakravarty, S., 2001, Stealth trading: Which traders’ trades move stock prices? Journal of Financial Economics 61, 289–307.

7. Market Structure and Trading Behavior

Li and Yu, 2012, Investor attention, psychological anchors, and stock return predictability, Journal of Financial Economics, 104, 401-419.