1、
Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud
Stern School of Business, New York University, New York, NY 10012, USA
2、
Market microstructure: A survey
Marshall School of Business, University of Southern California, Los Angeles, CA 90089-1427, USA
3、
Quote setting and price formation in an order driven market*1
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access this article under your organization's agreement with Elsevier.
Puneet Handa, Robert Schwartz and Ashish Tiwari
[此贴子已经被作者于2009-1-4 11:36:35编辑过]