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本附件包括：

• Statistical Arbitrage and High-Frequency Data.pdf
• An Introduction to High-Frequency Finance(2001 by ACADEMIC PRESS ).djvu
• Econometric Forecasting and High-Frequency Data Analysis（2008 by World Scientific）.pdf
• High Frequency Financial Econometrics-Recent Developments(2008 Springer Science).pdf
• High-Frequency Trading- A Practical Guide to Algorithmic Strategies and Trading Systems(2010 John Wiley&Sons,Inc).pdf
• How To Trade the Highest Probability Opportunities- Price Bars and Chart Patterns(2009 Elliott Wave International).pdf
• Quantitative Methods in High-Frequency Financial Econometrics.pdf
• Hedging Effectiveness of Stock Index Futures.pdf
• Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Volatility.pdf
• Cross-Correlation Measures in the High-Frequency Domain.pdf
• High Frequency Autocorrelation in the Returns of the SPY and the QQQ.pdf
• High Frequency Market Microstructure Noise Estimates And Liquidity Measures.pdf
• High-frequency cross-correlation in a set of stocks.pdf
• Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns.pdf
• Statistical properties of short term price trends in high frequency....pdf
• Stock Index Volatility Forecasting with High Frequency Data.pdf
• Testing for Jumps in High-Frequency Data-Slide.pdf
• The Effect of High-Frequency Trading on Stock Volatility and Price Discovery.pdf