全名是The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data
目录
Front Matter....Pages I-XI
Introduction....Pages 1-4
Trading Mechanisms on Financial Markets....Pages 5-13
Sequential Trade Models....Pages 15-60
Econometric Analysis of Sequential Trade Models....Pages 61-92
Empirical Results....Pages 93-144
Conclusions....Pages 145-147
Back Matter....Pages 149-191
发现有个用high frequency data的，说不定对各位的研究有启发