结果：找到“market microstructure t”相关内容78个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Market Microstructure微观市场结构-北大光华刘玉珍主讲0 个回复 - 136 次查看 Market Microstructure微观市场结构-北大光华刘玉珍主讲 参考书目 Most materials are from Journal of Finance，Journalof Financial Economics，Review of Financial Studies and so on. Harris，Larry，Trad ...2024-9-3 16:55 - mujahida01 - 现金交易版
实证资产定价Empirical Asset Pricing-北大光华0 个回复 - 160 次查看 名称 大小 +D:\刘玉珍PHD Empirical Asset Pricing\ 24.0 MB +Lecture Notes 7.2 MB | 0_20110330_Asset_Pricing_Model.pdf 1.9 MB | phd_1_Research_in_Finance_2011.ppt 238.0 KB | phd_ ...2024-9-3 09:42 - lotus_sss - 现金交易版
信息传递中的条件协方差以及投影定理0 个回复 - 273 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
Market Microstructure in Practice 2nd Edition
56 个回复 - 5936 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
56 个回复 - 5936 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 - 3798 次查看 2015-7-14 20:07 - victorialucky - 金融学（理论版）
5 个回复 - 3798 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 - 3940 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
11 个回复 - 3940 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 - 4844 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
9 个回复 - 4844 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 - 2787 次查看 Maureen O'Hara - Market Microstructure Theory (1998) Joel Hasbrouck - Empiricalt>market t> t>microstructure t> 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
7 个回复 - 2787 次查看 Maureen O'Hara - Market Microstructure Theory (1998) Joel Hasbrouck - Empirical
handbook of statistics 第22章 Modelling t>market t> t>microstructure t> time series 中文译稿
12 个回复 - 5269 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 Modellingt>market t> t>microstructure t> 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
12 个回复 - 5269 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
High frequency t>market t> t>microstructure t>
2 个回复 - 1416 次查看 【作者(必填)】 Maureen O’Hara 【文题(必填)】 High frequencyt>market t> t>microstructure t>
【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
2 个回复 - 1416 次查看 【作者(必填)】 Maureen O’Hara 【文题(必填)】 High frequency
Topics in Market Microstructure by Ilija I. Zovko
3 个回复 - 1592 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）
3 个回复 - 1592 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:t>market t> t>microstructure t> for practitioners
70 个回复 - 32796 次查看 【下载地址】 【资源名称】 harris - trading and exchanges.t>market t> t>microstructure t> 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）
70 个回复 - 32796 次查看 【下载地址】 【资源名称】 harris - trading and exchanges.
Econometrica: MARKET MICROSTRUCTURE INVARIANCE (Kyle)
2 个回复 - 1484 次查看 2018-9-21 02:56 - joohoo - 量化投资
2 个回复 - 1484 次查看 2018-9-21 02:56 - joohoo - 量化投资
The Microstructure of Financial Markets
9 个回复 - 3996 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
9 个回复 - 3996 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 - 13431 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
35 个回复 - 13431 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 t>market t> t>microstructure t>[
0 个回复 - 417 次查看 【作者(必填)】Yuan H, Mu Y, Zhou Y. 【文题(必填)】 Leverage effect in high-frequency data witht>market t> t>microstructure t>
【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
0 个回复 - 417 次查看 【作者(必填)】Yuan H, Mu Y, Zhou Y. 【文题(必填)】 Leverage effect in high-frequency data with
Harris - trading and exchanges. t>market t> t>microstructure t> for practitioners
0 个回复 - 1320 次查看 harris - trading and exchanges.t>market t> t>microstructure t> for practitioners (2003).pdf2019-9-29 09:14 - Will_Zach - 金融学（理论版）
0 个回复 - 1320 次查看 harris - trading and exchanges.
Market Microstructure in Practice 挺不错
1 个回复 - 404 次查看 Market Microstructure in Practice 挺不错2019-8-4 15:45 - elderman - 休闲灌水
1 个回复 - 404 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 - 17568 次查看 Trading and Exchanges: Market Microstructure for Practitioners2009-9-9 21:24 - danchina - 求助成功区
38 个回复 - 17568 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 - 7311 次查看 Market Microstructure: Facts and Institutions 1.1 Introduction Question: What determines a price int>market t>?
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）
13 个回复 - 7311 次查看 Market Microstructure: Facts and Institutions 1.1 Introduction Question: What determines a price in
Carbon Markets: Microstructure, Pricing and Policy
7 个回复 - 409 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
7 个回复 - 409 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 - 1498 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）
2 个回复 - 1498 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 - 1177 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
2 个回复 - 1177 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 - 3845 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
20 个回复 - 3845 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 - 6899 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
14 个回复 - 6899 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 t>microstructure t>
4 个回复 - 807 次查看 【作者(必填)】MB [/backcolor]Garman 【文题(必填)】Markett>microstructure t>
【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
4 个回复 - 807 次查看 【作者(必填)】MB [/backcolor]Garman 【文题(必填)】Market
市场微观结构 Market Microstructure in Emerging and Developed Markets
115 个回复 - 17351 次查看 A comprehensive guide to the dynamic area of finance known ast>market t> t>microstructure t>Interest in t>market t> t>microstructure t> 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）
115 个回复 - 17351 次查看 A comprehensive guide to the dynamic area of finance known as
北大汇丰商学院Market Microstructure市场微观结构课件
3 个回复 - 3447 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）
3 个回复 - 3447 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 - 2292 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）
4 个回复 - 2292 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 - 20072 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
41 个回复 - 20072 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 - 1321 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
0 个回复 - 1321 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 - 4738 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
8 个回复 - 4738 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 - 3139 次查看 [/backcolor] [/td][/tr] [/table]2015-9-9 11:10 - shiningwang1980 - 经济金融数学专区
6 个回复 - 3139 次查看 [/backcolor] [/td][/tr] [/table]2015-9-9 11:10 - shiningwang1980 - 经济金融数学专区
Market t>microstructure t> and asset pricing: An empirical investigation of NYSE and
3 个回复 - 1182 次查看 【作者(必填)】Tim Loughran 【文题(必填)】Markett>microstructure t> 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
3 个回复 - 1182 次查看 【作者(必填)】Tim Loughran 【文题(必填)】Market
An Introduction to the Microstructure of Emerging Markets
1 个回复 - 770 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
1 个回复 - 770 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 - 1300 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）
4 个回复 - 1300 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 t>microstructure t> model of double auction t>market t>s"
1 个回复 - 743 次查看 【作者(必填)】 G Iori，C Chiarella 【文题(必填)】 A simplet>microstructure t> model of double auction t>market t>s
【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
1 个回复 - 743 次查看 【作者(必填)】 G Iori，C Chiarella 【文题(必填)】 A simple
A Practitioner’s Guide to Market Microstructure Invariance
2 个回复 - 1151 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
2 个回复 - 1151 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 - 4686 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
4 个回复 - 4686 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 - 944 次查看 2016-10-2 19:46 - starflavour - 世界经济与国际贸易
0 个回复 - 944 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 - 2270 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
7 个回复 - 2270 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 t>microstructure t>
6 个回复 - 1436 次查看 【作者(必填)】Mark B. Garman 【文题(必填)】Markett>microstructure t>
【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
6 个回复 - 1436 次查看 【作者(必填)】Mark B. Garman 【文题(必填)】Market
Realized Variance and Market Microstructure Noise
1 个回复 - 1209 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
1 个回复 - 1209 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 - 5669 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
10 个回复 - 5669 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 - 1819 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
1 个回复 - 1819 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 - 789 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
1 个回复 - 789 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 t>microstructure t> and price discovery on the Tokyo Stock Exchange
1 个回复 - 917 次查看 【作者(必填)】 [*]Yakov Amihud [*]Haim Mendelson 【文题(必填)】Markett>microstructure t> 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
1 个回复 - 917 次查看 【作者(必填)】 [*]Yakov Amihud [*]Haim Mendelson 【文题(必填)】Market
Microstructure of Financial Markets
3 个回复 - 4387 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）
3 个回复 - 4387 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 - 1467 次查看 The ways financial analysts, traders, and other specialists use information and learn from each other are of fundamental importance to understanding howt>market t>s work and prices are set. This graduate- ...2015-8-16 11:44 - singforu - 金融学（理论版）
1 个回复 - 1467 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
(高清共209页）hasbrouck的经典 emprical t>market t> t>microstructure t>
3 个回复 - 1724 次查看 2015-7-4 23:03 - angesun - 金融学（理论版）
3 个回复 - 1724 次查看 2015-7-4 23:03 - angesun - 金融学（理论版）
HIGH FREQUENCY MARKET MICROSTRUCTURE
2 个回复 - 2163 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）
2 个回复 - 2163 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 - 841 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
0 个回复 - 841 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 - 8202 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
15 个回复 - 8202 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 t>microstructure t>:intermediaries and the theory of the firm
5 个回复 - 3076 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）
5 个回复 - 3076 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 - 2344 次查看 Machine Learning for Market Microstructure and High Frequency Trading2015-2-11 21:33 - hyangcheng - 金融学（理论版）
0 个回复 - 2344 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 - 1879 次查看 对书名中提到的，t>microstructure t>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
5 个回复 - 1879 次查看 对书名中提到的，
好书下载！Empirical Market Microstructure，Joel Hasbrouch!!!
17 个回复 - 7008 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）
17 个回复 - 7008 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 - 2760 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
3 个回复 - 2760 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 - 1251 次查看 2013 | ISBN: 1118278445 | English | 544 pages | PDF | 11 MB A comprehensive guide to the dynamic area of finance known ast>market t> t>microstructure t>
Interest in t>market t> t>microstructure t> has grown dramatic ...2014-6-15 09:41 - yoiwile - 计量经济学与统计软件
0 个回复 - 1251 次查看 2013 | ISBN: 1118278445 | English | 544 pages | PDF | 11 MB A comprehensive guide to the dynamic area of finance known as
求O 'Hara Market Microstructure Theory pdf
1 个回复 - 3261 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
1 个回复 - 3261 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 - 2368 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）
4 个回复 - 2368 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 - 1048 次查看 Analysis of Singapore's Foreign Exchange MarketMicrostru ...2013-5-11 17:11 - susan_00 - 行业分析报告
2 个回复 - 1048 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 - 994 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
3 个回复 - 994 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 - 4668 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
11 个回复 - 4668 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 - 1767 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
1 个回复 - 1767 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 t>market t> t>microstructure t> for practitioners
7 个回复 - 2784 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
7 个回复 - 2784 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
Assessing t>market t> t>microstructure t> effects via realized volatility measures with
1 个回复 - 1138 次查看 【作者(必填)】 Awartani, B. Corradi, V. Distaso, W 【文题(必填)】 Assessingt>market t> t>microstructure t> 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
1 个回复 - 1138 次查看 【作者(必填)】 Awartani, B. Corradi, V. Distaso, W 【文题(必填)】 Assessing
Market Microstructure: A Practitioner’s Guide
0 个回复 - 1171 次查看 Market Microstructure: A Practitioner’s Guide2011-11-8 01:27 - 金黄色的风 - 金融学（理论版）
0 个回复 - 1171 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 t>microstructure t> of the Chinese stock t>market t>
5 个回复 - 3309 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）
5 个回复 - 3309 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）
Topics in Market Microstructure by Ilija I. Zovko
2 个回复 - 2144 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）
2 个回复 - 2144 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 - 1766 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
4 个回复 - 1766 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 - 1527 次查看 Corporate Finance 和 Market Microstructure 那个实用阿？2010-3-25 20:16 - shinjizu - 爱问频道
3 个回复 - 1527 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 - 1622 次查看 Ilija I. Zovko, "Topics in Market Microstructure" Amsterdam University Press | 2008 | ISBN: 9056295381 | 120 pages | PDF | 3,1 MB Markett>microstructure t> is a study of the processes through ...2010-1-7 16:46 - zhaohailei - 金融学（理论版）
0 个回复 - 1622 次查看 Ilija I. Zovko, "Topics in Market Microstructure" Amsterdam University Press | 2008 | ISBN: 9056295381 | 120 pages | PDF | 3,1 MB Market
【免费共享】Strategic Manipulation and Information Market Microstructure
10 个回复 - 2961 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
10 个回复 - 2961 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
