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【全文链接或数据库名称(选填)】Harriss, J. H., and Schultz, P. 1998. “The Trading Profits of SOES Bandits”. Journal of Financial Economics, 50, 39-62.Harris, Lawrence and Hasbrouck, J. 1996. “Market vs. Limit Orders: The Superdot Evidence on Order Submission Strategy”. Journal of Financial and Quantitative Analysis, 31, 213-231.
Jones, Charles M., and Lipson, M. 2001. “Sixteenths: Direct Evidence on Institutional Execution Costs”. Journal of Financial Economics, 59, 253-278.
Schultz, Paul. 2001. “Corporate Bond Trading Costs: a Peek Behind the Curtain”. Journal of Finance, 677-698.