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结果：找到“market microstructure”相关内容77个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

信息传递中的条件协方差以及投影定理
0 个回复 - 265 次查看 X1|X2的条件概率分布已知信号，求参数的条件均值和条件方差基础知识：部分截图如下，全部证明在文件中参考： Information and learning in markets: the impact of market microstructure Multivariate Stat ...2023-1-22 12:24 - micovey - 现金交易版

Market Microstructure in Practice 2nd Edition
56 个回复 - 5801 次查看 World Scientific Publishing | 2018 | ISBN 978-981-3231-12-2 | 365 pages | PDF **** 本内容被作者隐藏 ****2018-3-27 14:54 - igs816 - 经管书评

Empirical Market Microstructure-Joel Hasbrouck
5 个回复 - 3748 次查看 2015-7-14 20:07 - victorialucky - 金融学（理论版）

求O 'Hara Market Microstructure Theory pdf
11 个回复 - 3899 次查看【作者(必填)】O 'Hara 【文题(必填)】Market Microstructure Theory 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://zh.scribd.com/doc/110370524/Maureen-O-Hara-Market-Microstructure-Th ...2014-5-15 13:09 - onroad24 - 求助成功区

Trading and Exchanges- Market Microstructure for Practitioners
9 个回复 - 4785 次查看 Trading and Exchanges- Market Microstructure for Practitioners Trading and ExchangesMarket Microstructure for Practitioners Larry Harris ISBN13: 9780195144703ISBN10: 0195144708656 600多页 ...2010-7-16 08:23 - wuruonan - 悬赏大厅

Market Microstructure 领域经典教材（Joel Hasbrouck, Maureen O'Hara）
7 个回复 - 2721 次查看 Maureen O'Hara - Market Microstructure Theory (1998) Joel Hasbrouck - Empirical market microstructure USA (2004) Maureen O'Hara, Marcos Lopez de Prado, David Easley - High-frequency (2013) 这三本教 ...2020-2-27 18:17 - 广财金融学院 - 金融工程（数量金融）与金融衍生品

handbook of statistics 第22章 Modelling market microstructure time series 中文译稿
12 个回复 - 5242 次查看中文版已经正式出版了，现在上传我曾经校过的几章(翻箱底时偶然发现的) Chapter 22 Modelling market microstructure time series Joel Hasbrouck in Handbook of Statistics,. Vol. 14, ed. by GS Maddala,. and ...2005-7-24 11:37 - easist - 计量经济学与统计软件

High frequency market microstructure
2 个回复 - 1383 次查看【作者(必填)】 Maureen O’Hara 【文题(必填)】 High frequency market microstructure 【年份(必填)】 2015.5 【全文链接或数据库名称(选填)】2015-6-8 18:42 - 树林儿 - 求助成功区

Topics in Market Microstructure by Ilija I. Zovko
3 个回复 - 1559 次查看 Contents 1 Introduction 1 1.1 The London Stock Exchange and the LSE data . . . . 2 1.1.1 Trading day . . . . . . . . . . . . . . . . . . . . 2 1.1.2 Member firms . . . . . . . . . . . . . . . . . ...2010-4-3 11:33 - michaelmai - 金融学（理论版）

Trading and Exchanges:market microstructure for practitioners
70 个回复 - 32543 次查看【下载地址】【资源名称】 harris - trading and exchanges. market microstructure for practitioners 英文不好，不知道怎么翻译。求高手帮忙： Editorial Reviews Review ". . .Trading and Exchan ...2012-3-6 16:50 - holley117 - 金融学（理论版）

Econometrica: MARKET MICROSTRUCTURE INVARIANCE (Kyle)
2 个回复 - 1468 次查看 2018-9-21 02:56 - joohoo - 量化投资

The Microstructure of Financial Markets
9 个回复 - 3954 次查看 The Microstructure of Financial Markets (Frank de Jong and Barbara Rindi)2010-3-3 12:02 - srinivasa - 宏观经济学

Financial Markets Trading: An Introduction to Market Microstructure Trading Stri
35 个回复 - 13328 次查看学校推荐的参考教材，对应课程是Market Microstructure and Trading Strategies，主讲时间序列分析和交易策略。说来惭愧这本书没仔细看过，在论坛里找了半天也没找到，费了不少力气下了一本高清的，分享上来丰富一下 ...2013-11-20 04:32 - 小fly - 量化投资

求 Leverage effect in high-frequency data with market microstructure[
0 个回复 - 409 次查看【作者(必填)】Yuan H, Mu Y, Zhou Y. 【文题(必填)】 Leverage effect in high-frequency data with market microstructure 【年份(必填)】2020 【全文链接或数据库名称(选填)】Statistics and Its Interf ...2020-1-11 21:26 - 地下爆菊 - 文献求助专区

Harris - trading and exchanges. market microstructure for practitioners
0 个回复 - 1306 次查看 harris - trading and exchanges. market microstructure for practitioners (2003).pdf2019-9-29 09:14 - Will_Zach - 金融学（理论版）

Market Microstructure in Practice 挺不错
1 个回复 - 336 次查看 Market Microstructure in Practice 挺不错2019-8-4 15:45 - elderman - 休闲灌水

Trading and Exchanges: Market Microstructure for Practitioners
38 个回复 - 17503 次查看 Trading and Exchanges: Market Microstructure for Practitioners2009-9-9 21:24 - danchina - 求助成功区

Market Microstructure（清华课件—金融市场微观结构）
13 个回复 - 7273 次查看 Market Microstructure: Facts and Institutions 1.1 Introduction Question: What determines a price in market? Scenario: One of the oldest trading schemes in the economics literature is the Walrasian ...2009-12-4 14:02 - luchaoqun - 金融学（理论版）

Carbon Markets: Microstructure, Pricing and Policy
7 个回复 - 394 次查看 Carbon Markets: Microstructure, Pricing and Policy by Gbenga Ibikunle (Author), Andros Gregoriou (Author) 2018 [*]Print Length: 234 pages [*]Publisher: Palgrave Macmillan This book explore ...2019-1-20 23:29 - hifinecon - 经管书评

Market Microstructure
2 个回复 - 1398 次查看继续普及金融市场微观结构知识，简单来说，金融市场微观理论是在投资者理性和贝叶斯信念更新框架下，研究交易机制对信息流动和价格形成的动力学原理、揭示市场异象和投资者的行为特征，目的是从微观层面上理解价格形 ...2019-1-20 17:18 - yueye1104 - 金融学（理论版）

Dynamic Markov Bridges and Market Microstructure Theory and Applications
2 个回复 - 1163 次查看【作者(必填)】Umut ÇetinAlbina Danilova 【文题(必填)】Dynamic Markov Bridges and Market MicrostructureTheory and Applications 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://link. ...2018-10-27 07:59 - nivastuli - 求助成功区

Market Microstructure: Confronting Many Viewpoints
20 个回复 - 3773 次查看 Frederic Abergel (Editor), Jean-Philippe Bouchaud (Editor), Thierry Foucault (Editor), Charles-Albert Lehalle (Editor), Mathieu Rosenbaum (Editor)ISBN: 978-1-119-95241-1254 pagesApril 2012**** 本内容被 ...2015-6-11 09:38 - lkwokchu - 量化投资

Market Microstructure in Practice [1 ed.]
14 个回复 - 6850 次查看 Market Microstructure in Practice [1 ed.] Author(s)：Charles-Albert Lehalle, Sophie Laruelle Publisher：World Scientific Publishing Company Year：2013 Pages：332 Contents About the Edito ...2014-5-29 14:18 - 一道心茶 - 经管书评

Market microstructure
4 个回复 - 800 次查看【作者(必填)】MB [/backcolor]Garman 【文题(必填)】Market microstructure 【年份(必填)】1976[/backcolor] 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/0304405X ...2018-8-5 13:14 - myazure - 求助成功区

市场微观结构 Market Microstructure in Emerging and Developed Markets
115 个回复 - 17235 次查看 A comprehensive guide to the dynamic area of finance known as market microstructureInterest in market microstructure has grown dramatically in recent years due largely in part to the rapid transformat ...2014-6-15 08:37 - 大家开心 - 金融学（理论版）

北大汇丰商学院Market Microstructure市场微观结构课件
3 个回复 - 3432 次查看大家下这两个压缩包就好了，请无视下面的notes 老师简介：Daniel Sungyeon Kim (金成淵) 博士 [*]北京大学汇丰商学院助教授 [*]最高学历：印第安纳大学金融学博士 [*]研究领域：公司金融的理论与实践实 ...2014-5-16 20:13 - flyawayjy - 金融学（理论版）

Market Microstructure: Intermediaries and the Theory of the Firm
4 个回复 - 2259 次查看 Market Microstructure: Intermediaries and the Theory of the Firm By Daniel F. Spulber Publisher: Cambridge University Press 1999-04-13 | 408 Pages | ISBN: 0521659787 This book presents a theory of ...2010-4-3 17:52 - michaelmai - 金融学（理论版）

[下载]Market Microstructure Theory - OHara
41 个回复 - 19700 次查看本帖最后由 tanxinwei 于 2014-5-15 11:28 编辑书名：Market Microstructure Theory 中译：市场微观结构理论作者：Maureen O'Hara 版 ...2007-11-26 04:43 - asutempe - 微观经济学

这本书怎么样？Trading and Exchanges: Market Microstructure for Practitioner
0 个回复 - 1302 次查看有朋友推荐市场微结构的书。Trading and Exchanges: Market Microstructure for Practitioners，by Larry Harris 这本书怎么样？有么有看过的朋友点评一下？2017-7-7 14:20 - cjfeng77 - 爱问频道

【英文】Information and Learning in Markets: The Impact of Market Microstructure
8 个回复 - 4706 次查看 TABLE OF CONTENTS: Preface xi Introduction and Lecture Guide 1 References 12 Chapter 1: Aggregation of Information in Simple Market Mechanisms: Large Markets 15 1.1 Introduction and Overview 1 ...2012-5-17 10:44 - jj-crystal - 博弈论

Information and Learning in Markets: The Impact of Market Microstructure
6 个回复 - 3117 次查看 [/backcolor] [/td][/tr] [/table]2015-9-9 11:10 - shiningwang1980 - 经济金融数学专区

Market microstructure and asset pricing: An empirical investigation of NYSE and
3 个回复 - 1162 次查看【作者(必填)】Tim Loughran 【文题(必填)】Market microstructure and asset pricing: An empirical investigation of NYSE and NASDAQ securities 【年份(必填)】1993 【全文链接或数据库名称(选填)】htt ...2016-12-8 12:21 - blueskyy - 求助成功区

An Introduction to the Microstructure of Emerging Markets
1 个回复 - 761 次查看【作者(必填)】Jack D. Glen 【文题(必填)】An Introduction to the Microstructure of Emerging Markets 【年份(必填)】1994 【全文链接或数据库名称(选填)】https://books.glgoo.com/books?hl=zh-CN&lr=& ...2016-12-11 18:09 - blueskyy - 求助成功区

Good books recommended by my supervisor_Market Microstructure
4 个回复 - 1287 次查看 I only got two books recommended by my supervisor. I will update more. 1. Market Liquidity: Theory, Evidence and Policy. / Thierry Foucault, Marco Pagano, and Ailsa Roell 2.Trading and Exchanges. ...2016-10-12 22:08 - xxyyrain - 金融学（理论版）

求文献"A simple microstructure model of double auction markets"
1 个回复 - 735 次查看【作者(必填)】 G Iori，C Chiarella 【文题(必填)】 A simple microstructure model of double auction markets 【年份(必填)】 2002 【全文链接或数据库名称(选填)】2016-10-29 18:17 - xueshanads1 - 文献求助专区

A Practitioner’s Guide to Market Microstructure Invariance
2 个回复 - 1140 次查看【作者(必填)】Albert S. Kyle, Anna A. Obizhaeva, and Mark Kritzman 【文题(必填)】A Practitioner’s Guide to Market Microstructure Invariance 【年份(必填)】Fall 2016, Vol. 43, No. 1: pp. 43-53 【 ...2016-10-26 21:28 - lopemann - 求助成功区

[讨论]论坛上有 Empirical Market Microstructure？
4 个回复 - 4673 次查看 Empirical Market MicrostructureT---he Institutions, Economics, and Econometrics of Securities Trading我这有本，同学做毕业论文导师给的，好书共分享。请大家确认有没有？如果没有我立刻上传，因为其他文件之前 ...2008-3-21 09:14 - icapm - 行为经济学与实验经济学

The_Microstructure_Of_The_Euro_Money_Market
0 个回复 - 898 次查看 2016-10-2 19:46 - starflavour - 世界经济与国际贸易

An Introduction to Market Microstructure and Trading Strategies
7 个回复 - 2234 次查看此书An Introduction to Market Microstructure and Trading Strategies简单介绍美国交易市场类型，交易策略和几个基本理论，还有一些时间序列，统计等回顾。是Proffessor ANATOLY B. SCHMIDT 写的，上过他的课，还不 ...2016-1-6 07:52 - Aalicia-li - 量化投资

Market microstructure
6 个回复 - 1400 次查看【作者(必填)】Mark B. Garman 【文题(必填)】Market microstructure 【年份(必填)】1976 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/0304405X769000642015-10-8 08:50 - blueskyy - 求助成功区

Realized Variance and Market Microstructure Noise
1 个回复 - 1196 次查看【作者(必填)】 Peter R Hansena & Asger Lundeb 【文题(必填)】 Realized Variance and Market Microstructure Noise【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/ ...2016-2-29 16:10 - bkjg - 求助成功区

求 Market Microstructure in Practice
10 个回复 - 5626 次查看编者： Charles-Albert Lehalle Sophie Laruelle [*]出版社: World Scientific Publishing Co Pte Ltd (2013年12月24日) [*]精装: 310页 [*]语种：英语 [*]ISBN: 9814566160 [*]条 ...2014-5-28 17:14 - 唐宋元清 - 求助成功区

Information and Learning in Markets: The Impact of Market Microstructure
1 个回复 - 1808 次查看 Information and Learning in Markets: The Impact of Market Microstructure Xavier Vives The ways financial analysts, traders, and other specialists use information and learn from each other are of fu ...2015-6-16 16:33 - William_Z2015 - 国民经济管理

Market Microstructure: Intermediaries and the theory of the firm
1 个回复 - 780 次查看 Market Microstructure Intermediaries and the Theory of the Firm [*]Author: Daniel F. Spulber [*]Date Published: April 1999 [*]isbn: 9780521659789 [*] This book presents a theory of ...2015-6-16 16:31 - William_Z2015 - 国民经济管理

Market microstructure and price discovery on the Tokyo Stock Exchange
1 个回复 - 910 次查看【作者(必填)】 [*]Yakov Amihud [*]Haim Mendelson 【文题(必填)】Market microstructure and price discovery on the Tokyo Stock Exchange 【年份(必填)】1989 【全文链接或数据库名称(选填)】h ...2015-10-8 12:27 - blueskyy - 求助成功区

Microstructure of Financial Markets
3 个回复 - 4370 次查看 The Microstructure of Financial Markets Frank de Jong - Universiteit van Tilburg, Barbara Rindi - Università Commerciale Luigi Bocconi, Milan Published May 2009 The analysis of the micro ...2009-12-8 23:31 - martinnyj - 金融学（理论版）

Information and Learning in Markets: The Impact of Market Microstructure
1 个回复 - 1446 次查看 The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding how markets work and prices are set. This graduate- ...2015-8-16 11:44 - singforu - 金融学（理论版）

(高清共209页）hasbrouck的经典 emprical market microstructure
3 个回复 - 1686 次查看 2015-7-4 23:03 - angesun - 金融学（理论版）

HIGH FREQUENCY MARKET MICROSTRUCTURE
2 个回复 - 1937 次查看超级宝贵资料，看后不后悔！快来抢购！2015-6-25 11:03 - xxhlh - 金融学（理论版）

Market Microstructure: Intermediaries and the theory of the firm
0 个回复 - 835 次查看 Market Microstructure Intermediaries and the Theory of the Firm [*]Author: Daniel F. Spulber [*]Date Published: April 1999 [*]isbn: 9780521659789 [*]This book presents a theory of t ...2015-6-16 16:20 - William_Z2015 - 国民经济管理

[下载]Market Microstructure
15 个回复 - 8158 次查看 Empirical Market MicrostructureThe Institutions, Economics, and Econometrics of Securities Trading Joel Hasbrouck Oxford Press 1. Introduction 3 2. Trading Mechanisms 9 3. The Roll Model of Trade ...2008-3-22 13:51 - icapm - 行为经济学与实验经济学

重发Market microstructure:intermediaries and the theory of the firm
5 个回复 - 3060 次查看 Market Microstructure: Intermediaries and the Theory of the Firm By Daniel F. Spulber Publisher: Cambridge University Press 1999-04-13 | 408 Pages | ISBN: 0521659787 This book presents a t ...2010-4-3 18:28 - michaelmai - 金融学（理论版）

论文Machine Learning for Market Microstructure and High Frequency Trading
0 个回复 - 2338 次查看 Machine Learning for Market Microstructure and High Frequency Trading2015-2-11 21:33 - hyangcheng - 金融学（理论版）

Financial Markets and Trading: An Introduction to Market Microstructure ..
5 个回复 - 1869 次查看对书名中提到的，microstructure很有兴趣，哪位大神有书，能共享一下吗 Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies 请见二楼！！2014-8-23 09:42 - struggleyb - 量化投资

好书下载！Empirical Market Microstructure，Joel Hasbrouch!!!
17 个回复 - 6984 次查看 Empirical Market Microstructure，Joel Hasbrouch!!! 最新版！一本很不错，很实用的书！2009-8-17 22:46 - fantasysky - 金融学（理论版）

The_Microstructure_of_Financial_Markets
3 个回复 - 2740 次查看金融市场的微观结构学术性强2010-3-10 18:22 - SatanNight - 微观经济学

Market Microstructure in Emerging and Developed Markets
0 个回复 - 1242 次查看 2013 | ISBN: 1118278445 | English | 544 pages | PDF | 11 MB A comprehensive guide to the dynamic area of finance known as market microstructure Interest in market microstructure has grown dramatic ...2014-6-15 09:41 - yoiwile - 计量经济学与统计软件

求O 'Hara Market Microstructure Theory pdf
1 个回复 - 3234 次查看求O 'Hara Market Microstructure Theory pdf2014-5-15 13:05 - onroad24 - 金融工程（数量金融）与金融衍生品

Market Microstructure Theory (English Version)
4 个回复 - 2349 次查看 Market Microstructure Theory(O'Hara)市场微观结构理论的经典教材2013-11-30 20:25 - 海底浮云 - 金融学（理论版）

Analysis of Singapore's Foreign Exchange Market Microstructure
2 个回复 - 1044 次查看 Analysis of Singapore's Foreign Exchange MarketMicrostru ...2013-5-11 17:11 - susan_00 - 行业分析报告

Realized Variance and Market Microstructure Noise
3 个回复 - 980 次查看【作者(必填)】 Peter R Hansena & Asger Lundeb 【文题(必填)】 Realized Variance and Market Microstructure Noise 【年份(必填)】 2006 【全文链接或数据库名称(选填)】 Journal of Business & Economic ...2013-6-3 09:32 - sqq19860225 - 文献求助专区

Trading and Exchanges: Market Microstructure for Practitioners
11 个回复 - 4649 次查看之前的post好像不全，而且太贵，请有这本书的朋友帮助一下吧。2010-7-4 11:46 - spruceyang - 金融工程（数量金融）与金融衍生品

Introduction to Market Microstructure 哈佛材料
1 个回复 - 1758 次查看新人第一贴。赚点小钱花。请大家支持。 Introduction to Market Microstructure 哈佛一个ib course的材料2009-11-19 20:47 - dhshen1985 - 微观经济学

trading and exchanges market microstructure for practitioners
7 个回复 - 2757 次查看 Trading and Exchanges- Market Microstructure for Practitioners Trading and ExchangesMarket Microstructure for Practitioners Larry Harris 要600多页的完整版啊希望有的朋友发我一份不 ...2011-11-29 08:48 - happilees - 求助成功区

MARKET MICROSTRUCTURE
0 个回复 - 1222 次查看 \2012-1-16 01:37 - michelletao - 商学院

Assessing market microstructure effects via realized volatility measures with
1 个回复 - 1127 次查看【作者(必填)】 Awartani, B. Corradi, V. Distaso, W 【文题(必填)】 Assessing market microstructure effects via realized volatility measures with an application to the dow jones industrial avera ...2011-12-24 13:28 - sqq19860225 - 求助成功区

Market Microstructure: A Practitioner’s Guide
0 个回复 - 1161 次查看 Market Microstructure: A Practitioner’s Guide2011-11-8 01:27 - 金黄色的风 - 金融学（理论版）

The microstructure of the Chinese stock market
5 个回复 - 3287 次查看了解国内股市的论文，totally不错2006-1-18 08:44 - davidshi - 金融学（理论版）

[下载]Empirical Market Microstructure
10 个回复 - 10423 次查看 2005-7-25 09:14 - xf409 - 计量经济学与统计软件

Topics in Market Microstructure by Ilija I. Zovko
2 个回复 - 2105 次查看 Contents 1 Introduction 1 1.1 The London Stock Exchange and the LSE data . . . . 2 1.1.1 Trading day . . . . . . . . . . . . . . . . . . . . 2 1.1.2 Member firms . . . . . . . . . . . . . . . . . ...2010-4-3 11:27 - michaelmai - 金融学（理论版）

求Market Microstructure Theory
4 个回复 - 1728 次查看 RT，是O'Hara M的，链接如下http://www.amazon.com/Market-Microstructure-Theory-Maureen-OHara/dp/0631207619/ref=sr_1_1?ie=UTF8&qid=1307846515&sr=8-1，现在非常需要，哪位好心人麻烦请发给我吧，先谢谢 ...2011-6-12 10:44 - nevsaynevwt - 文献求助专区

Corporate Finance 和 Market Microstructure，选哪个好呢?
3 个回复 - 1506 次查看 Corporate Finance 和 Market Microstructure 那个实用阿？2010-3-25 20:16 - shinjizu - 爱问频道

Topics in Market Microstructure
0 个回复 - 1611 次查看 Ilija I. Zovko, "Topics in Market Microstructure" Amsterdam University Press | 2008 | ISBN: 9056295381 | 120 pages | PDF | 3,1 MB Market microstructure is a study of the processes through ...2010-1-7 16:46 - zhaohailei - 金融学（理论版）

【免费共享】Strategic Manipulation and Information Market Microstructure
10 个回复 - 2931 次查看标题：Strategic Manipulation and Information Market Microstructure 作者：PARTHA GANGOPADHYAY 期刊：Australian Economic Papers,20042009-8-20 00:29 - kmrd - 论文版

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