Market Microstructure微观市场结构-北大光华刘玉珍主讲

参考书目
Most materials are from Journal of Finance，Journalof Financial Economics，Review of Financial Studies and so on.
Harris，Larry，Trading and Exchanges：Market Microstructure for Practitioners，Oxford University Press，2003.
Beside the textbook，a number of course readings and some course notes will be posted to my website


+Final Presentations            2.6 MB
| FTS交易期末報告 -陈泓志.ppt             1.3 MB
| Learning from Trading_刘翔.ppt             1.0 MB
| 市场微观结构-10828100-荣膺.ppt             293.0 KB
+FTS            12.3 MB
| FTS Trader_SummaryTableV8.pdf             494.0 KB
| FTSTrader.pdf             1.2 MB
| FTS使用手册.doc             10.6 MB
+Papers            7.7 MB
|+市场微观结构研究论文             7.5 MB
| Market Microstructure A Survey.pdf             205.0 KB
+交易数据1016            619.0 KB
| Trading Data-First 4 trials.xls             399.0 KB
| Trading Data-Last 2 trials with short selling allowed.xls             219.0 KB
+交易数据1030            1.2 MB
| 1-Quote Driven Market.xls             327.0 KB
| 2-Continuous Double Auction Market.xls             463.0 KB
| 3-Continuous Double Auction Market with less information revealed.xls             223.0 KB
| 4-Call Market.xls             205.0 KB
| 排名.xls             20.5 KB
+交易数据1113            433.0 KB
| Market Makers.xlsx             100.0 KB
| Options 1-2.xlsx             141.0 KB
| Options 3-5.xlsx             182.0 KB
| 排名.xlsx             10.3 KB
+交易数据1120            554.0 KB
| Trading Cost 1.xls             178.0 KB
| Trading Cost 2-3.xls             375.0 KB
| 对于交易成本计算的几点说明.txt             647 Byte
+上课课件            5.7 MB
| class_4_World_financial_market.pdf             1.9 MB
| class_5_overview_of_market_micros__2010.ppt             2.6 MB
| class_7__Trading_Costs_and_Order_Strategies_2010_print.pdf             412.0 KB
| MS_1_introduction.pdf             146.0 KB
| MS_2__what_is_a_market.pdf             683.0 KB
Trading Case RE1.doc            49.5 KB
Trading Case RE2.doc            43.0 KB
Trading Case RE3.doc            48.5 KB
海外创业版经验对中国的启示.doc            228.0 KB
交易数据0925.xls            19.0 KB
最终排名情况.xls            2.9 MB