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  • 打包.zip
       打包下载三本书，更便宜

    本附件包括：
    • Maureen O'Hara - Market Microstructure Theory -Wiley (1998).pdf
    • Joel Hasbrouck - Empirical market microstructure-Oxford University Press, USA (2007).pdf
    • Maureen O'Hara, Maureen O'Hara, Marcos Lopez de Prado, David Easley - High-frequency Trading-Risk Books (2013).pdf
  • 13.36 MB
  • 2020-2-27

  • Dynamic Markov Bridges and Market Microstructure.zip

    本附件包括：
    • mimetype
  • 15.88 MB
  • 2018-10-27

  • Market Microstructure in Emerging and Developed Markets by H. Kent Baker, Halil Kiymaz.rar
       Market Microstructure in Emerging and Developed Markets by H. Kent Baker, Halil Kiymaz

    本附件包括：
    • Market Microstructure in Emerging and Developed Markets by H. Kent Baker, Halil Kiymaz.pdf
  • 9.76 MB
  • 2014-6-15

  • Market Microstructure in Practice[1 ed](2013).zip

    本附件包括：
    • Market Microstructure in Practice[1 ed](2013).pdf
  • 5.41 MB
  • 2014-5-29

  • Handbook on Systemic Risk ( Part IV,VI,VII ).rar
       Part IV, VI, VII

    本附件包括：
    • 21 Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process.htm
    • 13 Network Structure and Systemic Risk in Banking Systems.htm
    • 19 Pricing and Mitigation of Counterparty Credit Exposures.htm
    • 20 Counterparty Contagion in Context Contributions to Systemic Risk.htm
    • 22 Dynamical Models of Market Impact and Algorithms for Order Execution.htm
    • PART IV NETWORKS.htm
    • PART VI COUNTERPARTY RISK AND SYSTEMIC RISK.htm
    • PART VII ALGORITHMIC TRADING.htm
    • 11 Network Models and Systemic Risk Assessment.htm
    • 12 Strategic Interactions on Financial Networks for the Analysis of Systemic Risk.htm
  • 37 MB
  • 2014-5-26

  • Market Microstructure Theory .rar

    本附件包括：
    • Market Microstructure Theory .pdf
  • 8.66 MB
  • 2014-5-15

  • topic2.pdf
       Empirical Market Microstructure

  • 211.65 KB
  • 2013-3-27

  • High-Frequency Data Analysis.rar
       高频数据分析的论文

    本附件包括：
    • High Frequency Market Microstructure Noise Estimates And Liquidity Measures.pdf
    • Statistical Arbitrage and High-Frequency Data.pdf
    • An Introduction to High-Frequency Finance(2001 by ACADEMIC PRESS ).djvu
    • Econometric Forecasting and High-Frequency Data Analysis（2008 by World Scientific）.pdf
    • High Frequency Financial Econometrics-Recent Developments(2008 Springer Science).pdf
    • High-Frequency Trading- A Practical Guide to Algorithmic Strategies and Trading Systems(2010 John Wiley&Sons,Inc).pdf
    • How To Trade the Highest Probability Opportunities- Price Bars and Chart Patterns(2009 Elliott Wave International).pdf
    • Quantitative Methods in High-Frequency Financial Econometrics.pdf
    • Hedging Effectiveness of Stock Index Futures.pdf
    • Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Volatility.pdf
    • Cross-Correlation Measures in the High-Frequency Domain.pdf
    • High Frequency Autocorrelation in the Returns of the SPY and the QQQ.pdf
    • High-frequency cross-correlation in a set of stocks.pdf
    • Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns.pdf
    • Statistical properties of short term price trends in high frequency....pdf
    • Stock Index Volatility Forecasting with High Frequency Data.pdf
    • Testing for Jumps in High-Frequency Data-Slide.pdf
    • The Effect of High-Frequency Trading on Stock Volatility and Price Discovery.pdf
  • 22.17 MB
  • 2012-5-14

  • The New Palgrave Dictionary of Economics M.rar

    本附件包括：
    • Myrdal, Gunnar (1898–1987) The New Palgrave Dictionary of Economics.mht
    • Macfie, Alec Lawrence (1898–1980) The New Palgrave Dictionary of Economics.mht
    • machinery question The New Palgrave Dictionary of Economics.mht
    • Machlup, Fritz (1902–1983) The New Palgrave Dictionary of Economics.mht
    • Macleod, Henry Dunning (1821–1902) The New Palgrave Dictionary of Economics.mht
    • macroeconomic effects of international trade The New Palgrave Dictionary of Economics.mht
    • macroeconomic forecasting The New Palgrave Dictionary of Economics.mht
    • macroeconomics, origins and history of The New Palgrave Dictionary of Economics.mht
    • Maddala, G_S_ (1933–1999) The New Palgrave Dictionary of Economics.mht
    • Mahalanobis, Prasanta Chandra (1893–1972) The New Palgrave Dictionary of Economics.mht
    • Makower, Helen (1910–1998) The New Palgrave Dictionary of Economics.mht
    • Malthus, Thomas Robert (1766–1834) The New Palgrave Dictionary of Economics.mht
    • Malthusian economy The New Palgrave Dictionary of Economics.mht
    • Malynes, Gerard de (fl_ 1586–1623) The New Palgrave Dictionary of Economics.mht
    • Manchester School The New Palgrave Dictionary of Economics.mht
    • mandated employer provision of employee benefits The New Palgrave Dictionary of Economics.mht
    • Mandel, Ernest (1923–1995) The New Palgrave Dictionary of Economics.mht
    • Mandeville, Bernard (1670–1733) The New Palgrave Dictionary of Economics.mht
    • Mangoldt, Hans Karl Emil von (1824–1868) The New Palgrave Dictionary of Economics.mht
    • Maoist economics The New Palgrave Dictionary of Economics.mht
    • Marcet, Jane Haldimand (1769–1858) The New Palgrave Dictionary of Economics.mht
    • Marget, Arthur William (1899–1962) The New Palgrave Dictionary of Economics.mht
    • marginal and average cost pricing The New Palgrave Dictionary of Economics.mht
    • marginal productivity theory The New Palgrave Dictionary of Economics.mht
    • marginal revolution The New Palgrave Dictionary of Economics.mht
    • marginal utility of money The New Palgrave Dictionary of Economics.mht
    • market competition and selection The New Palgrave Dictionary of Economics.mht
    • market failure The New Palgrave Dictionary of Economics.mht
    • market institutions The New Palgrave Dictionary of Economics.mht
    • market microstructure The New Palgrave Dictionary of Economics.mht
    • market period The New Palgrave Dictionary of Economics.mht
    • market power and collusion in laboratory markets The New Palgrave Dictionary of Economics.mht
    • market price The New Palgrave Dictionary of Economics.mht
    • market structure The New Palgrave Dictionary of Economics.mht
    • marketing boards The New Palgrave Dictionary of Economics.mht
    • marketplaces The New Palgrave Dictionary of Economics.mht
    • markets The New Palgrave Dictionary of Economics.mht
    • Markov chain Monte Carlo methods The New Palgrave Dictionary of Economics.mht
    • Markov equilibria in macroeconomics The New Palgrave Dictionary of Economics.mht
    • Markov processes The New Palgrave Dictionary of Economics.mht
    • Markowitz, Harry Max (born 1927) The New Palgrave Dictionary of Economics.mht
    • marriage and divorce The New Palgrave Dictionary of Economics.mht
    • marriage markets The New Palgrave Dictionary of Economics.mht
    • Marschak, Jacob (1898–1977) The New Palgrave Dictionary of Economics.mht
    • Marshall Plan The New Palgrave Dictionary of Economics.mht
    • Marshall, Alfred (1842–1924) The New Palgrave Dictionary of Economics.mht
    • Marshall, Mary Paley (1850–1944) The New Palgrave Dictionary of Economics.mht
    • Marshall–Lerner condition The New Palgrave Dictionary of Economics.mht
    • Martineau, Harriet (1802–1876) The New Palgrave Dictionary of Economics.mht
    • martingales The New Palgrave Dictionary of Economics.mht
    • Marx, Karl Heinrich (1818–1883) The New Palgrave Dictionary of Economics.mht
    • Marxian transformation problem The New Palgrave Dictionary of Economics.mht
    • Marxian value analysis The New Palgrave Dictionary of Economics.mht
    • Marx's analysis of capitalist production The New Palgrave Dictionary of Economics.mht
    • Mason, Edward Sagendorph (1899–1992) The New Palgrave Dictionary of Economics.mht
    • Massé, Pierre (1898–1987) The New Palgrave Dictionary of Economics.mht
    • matching The New Palgrave Dictionary of Economics.mht
    • matching and market design The New Palgrave Dictionary of Economics.mht
    • matching estimators The New Palgrave Dictionary of Economics.mht
    • material balances The New Palgrave Dictionary of Economics.mht
    • mathematical economics The New Palgrave Dictionary of Economics.mht
    • mathematical methods in political economy The New Palgrave Dictionary of Economics.mht
    • mathematics and economics The New Palgrave Dictionary of Economics.mht
    • mathematics of networks The New Palgrave Dictionary of Economics.mht
    • maximum likelihood The New Palgrave Dictionary of Economics.mht
    • maximum score methods The New Palgrave Dictionary of Economics.mht
    • Mazzola, Ugo (1863–1899) The New Palgrave Dictionary of Economics.mht
    • McCulloch, John Ramsay (1789–1864) The New Palgrave Dictionary of Economics.mht
    • McFadden, Daniel (born 1937) The New Palgrave Dictionary of Economics.mht
    • Meade, James Edward (1907–1995) The New Palgrave Dictionary of Economics.mht
    • meaningfulness and invariance The New Palgrave Dictionary of Economics.mht
    • Means, Gardiner Coit (1896–1988) The New Palgrave Dictionary of Economics.mht
    • mean-variance analysis The New Palgrave Dictionary of Economics.mht
    • measure theory The New Palgrave Dictionary of Economics.mht
    • measurement The New Palgrave Dictionary of Economics.mht
    • measurement error models The New Palgrave Dictionary of Economics.mht
    • measurement, theory of The New Palgrave Dictionary of Economics.mht
    • mechanism design The New Palgrave Dictionary of Economics.mht
    • mechanism design (new developments) The New Palgrave Dictionary of Economics.mht
    • mechanism design experiments The New Palgrave Dictionary of Economics.mht
    • medieval guilds The New Palgrave Dictionary of Economics.mht
    • Menger, Carl (1840–1921) The New Palgrave Dictionary of Economics.mht
    • mercantilism The New Palgrave Dictionary of Economics.mht
    • Mercier De La Rivière, Pierre-Paul (Mercier or Lemercier) (1720–1793-4) The New Palgrave Dictionary of Economics.mht
    • Mercosur The New Palgrave Dictionary of Economics.mht
    • merger analysis (United States) The New Palgrave Dictionary of Economics.mht
    • merger simulations The New Palgrave Dictionary of Economics.mht
    • mergers, endogenous The New Palgrave Dictionary of Economics.mht
    • merit goods The New Palgrave Dictionary of Economics.mht
    • Merton, Robert C_ (born 1944) The New Palgrave Dictionary of Economics.mht
    • Methodenstreit The New Palgrave Dictionary of Economics.mht
    • methodological individualism The New Palgrave Dictionary of Economics.mht
    • methodology of economics The New Palgrave Dictionary of Economics.mht
    • Metzler, Lloyd Appleton (1913–1980) The New Palgrave Dictionary of Economics.mht
    • micro-credit The New Palgrave Dictionary of Economics.mht
    • microfoundations The New Palgrave Dictionary of Economics.mht
    • Mill, James (1773–1836) The New Palgrave Dictionary of Economics.mht
    • Mill, John Stuart (1806–1873) The New Palgrave Dictionary of Economics.mht
    • Millar, John (1735–1801) The New Palgrave Dictionary of Economics.mht
    • Miller, Merton (1923–2000) The New Palgrave Dictionary of Economics.mht
    • Minard, Charles Joseph (1781–1870) The New Palgrave Dictionary of Economics.mht
    • Mincer, Jacob (1922–2006) The New Palgrave Dictionary of Economics.mht
    • minimax The New Palgrave Dictionary of Economics Online.mht
    • minimax regret The New Palgrave Dictionary of Economics Online.mht
    • minimum wages The New Palgrave Dictionary of Economics.mht
    • Mirrlees, James (born 1936) The New Palgrave Dictionary of Economics.mht
    • Mises, Ludwig Edler von (1881–1973) The New Palgrave Dictionary of Economics.mht
    • Misselden, Edward (fl_ 1608–1654) The New Palgrave Dictionary of Economics.mht
    • Mitchell, Wesley Clair (1874–1948) The New Palgrave Dictionary of Economics.mht
    • mixed strategy equilibrium The New Palgrave Dictionary of Economics.mht
    • mixture models The New Palgrave Dictionary of Economics.mht
    • model averaging The New Palgrave Dictionary of Economics.mht
    • model selection The New Palgrave Dictionary of Economics.mht
    • model uncertainty The New Palgrave Dictionary of Economics.mht
    • models The New Palgrave Dictionary of Economics.mht
    • Modigliani, Franco (1918–2003) The New Palgrave Dictionary of Economics.mht
    • Modigliani–Miller theorem The New Palgrave Dictionary of Economics.mht
    • monetarism The New Palgrave Dictionary of Economics.mht
    • monetary aggregation The New Palgrave Dictionary of Economics.mht
    • monetary and fiscal policy overview The New Palgrave Dictionary of Economics.mht
    • monetary approach to the balance of payments The New Palgrave Dictionary of Economics.mht
    • monetary business cycle models (sticky prices and wages) The New Palgrave Dictionary of Economics.mht
    • monetary business cycles (imperfect information) The New Palgrave Dictionary of Economics.mht
    • monetary cranks The New Palgrave Dictionary of Economics.mht
    • monetary economics, history of The New Palgrave Dictionary of Economics.mht
    • monetary overhang The New Palgrave Dictionary of Economics.mht
    • monetary policy, history of The New Palgrave Dictionary of Economics.mht
    • monetary transmission mechanism The New Palgrave Dictionary of Economics.mht
    • money The New Palgrave Dictionary of Economics.mht
    • money and general equilibrium The New Palgrave Dictionary of Economics.mht
    • money illusion The New Palgrave Dictionary of Economics.mht
    • money supply The New Palgrave Dictionary of Economics.mht
    • money supply in the American colonies The New Palgrave Dictionary of Economics Online.mht
    • money, classical theory of The New Palgrave Dictionary of Economics.mht
    • moneylenders in developing countries The New Palgrave Dictionary of Economics.mht
    • monocentric versus polycentric models in urban economics The New Palgrave Dictionary of Economics.mht
    • monopolistic competition The New Palgrave Dictionary of Economics.mht
    • monopoly The New Palgrave Dictionary of Economics.mht
    • monopoly capitalism The New Palgrave Dictionary of Economics.mht
    • monopsony The New Palgrave Dictionary of Economics.mht
    • Moore, Henry Ludwell (1869–1958) The New Palgrave Dictionary of Economics.mht
    • moral hazard The New Palgrave Dictionary of Economics.mht
    • Morgenstern, Oskar (1902–1977) The New Palgrave Dictionary of Economics.mht
    • Morishima, Michio (1923–2004) The New Palgrave Dictionary of Economics.mht
    • mortality The New Palgrave Dictionary of Economics.mht
    • motion pictures, economics of The New Palgrave Dictionary of Economics.mht
    • multilingualism The New Palgrave Dictionary of Economics.mht
    • multiple equilibria in macroeconomics The New Palgrave Dictionary of Economics.mht
    • multiplier analysis The New Palgrave Dictionary of Economics.mht
    • multiplier–accelerator interaction The New Palgrave Dictionary of Economics.mht
    • Mummery, Albert Frederick (1855–1895) The New Palgrave Dictionary of Economics.mht
    • Mun, Thomas (1571–1641) The New Palgrave Dictionary of Economics.mht
    • Mundell, Robert (born 1932) The New Palgrave Dictionary of Economics.mht
    • municipal bonds The New Palgrave Dictionary of Economics.mht
    • Musgrave, Richard Abel (1910–2007) The New Palgrave Dictionary of Economics.mht
    • music markets, economics of The New Palgrave Dictionary of Economics.mht
    • Muth, John F_ (1930–2005) The New Palgrave Dictionary of Economics.mht
  • 12.02 MB
  • 2012-5-13

  • The New Palgrave Dictionary of Economics F.rar

    本附件包括：
    • Furtado, Celso (1920–2004) The New Palgrave Dictionary of Economics.mht
    • futures markets, hedging and speculation The New Palgrave Dictionary of Economics.mht
    • Fabian economics The New Palgrave Dictionary of Economics.mht
    • factor content of trade The New Palgrave Dictionary of Economics.mht
    • factor models The New Palgrave Dictionary of Economics.mht
    • factor price equalization (historical trends) The New Palgrave Dictionary of Economics.mht
    • factor price frontier The New Palgrave Dictionary of Economics.mht
    • factor prices in general equilibrium The New Palgrave Dictionary of Economics.mht
    • fair allocation The New Palgrave Dictionary of Economics.mht
    • falsificationism The New Palgrave Dictionary of Economics.mht
    • family decision making The New Palgrave Dictionary of Economics.mht
    • family economics The New Palgrave Dictionary of Economics.mht
    • famines The New Palgrave Dictionary of Economics.mht
    • Farr, William (1807–1883) The New Palgrave Dictionary of Economics.mht
    • Farrell, Michael James (1926–1975) The New Palgrave Dictionary of Economics.mht
    • Fasiani, Mauro (1900–1950) The New Palgrave Dictionary of Economics.mht
    • Faustmann, Martin (1822–1876) The New Palgrave Dictionary of Economics.mht
    • Federal Reserve System The New Palgrave Dictionary of Economics.mht
    • Fel'dman, Grigorii Alexandrovich (1884–1958) The New Palgrave Dictionary of Economics.mht
    • feminist economics The New Palgrave Dictionary of Economics.mht
    • fertility in developed countries The New Palgrave Dictionary of Economics.mht
    • fertility in developing countries The New Palgrave Dictionary of Economics.mht
    • Fetter, Frank Albert (1863–1949) The New Palgrave Dictionary of Economics.mht
    • feudalism The New Palgrave Dictionary of Economics.mht
    • fiat money The New Palgrave Dictionary of Economics.mht
    • fiducial inference The New Palgrave Dictionary of Economics.mht
    • field experiments The New Palgrave Dictionary of Economics.mht
    • finance The New Palgrave Dictionary of Economics.mht
    • finance (new developments) The New Palgrave Dictionary of Economics.mht
    • financial intermediation The New Palgrave Dictionary of Economics.mht
    • financial liberalization The New Palgrave Dictionary of Economics.mht
    • financial market anomalies The New Palgrave Dictionary of Economics.mht
    • financial market contagion The New Palgrave Dictionary of Economics.mht
    • financial structure and economic development The New Palgrave Dictionary of Economics.mht
    • finite sample econometrics The New Palgrave Dictionary of Economics.mht
    • Finley, Moses (1912–1986) The New Palgrave Dictionary of Economics.mht
    • firm boundaries (empirical studies) The New Palgrave Dictionary of Economics.mht
    • firm, theory of the The New Palgrave Dictionary of Economics.mht
    • firm-level employment dynamics The New Palgrave Dictionary of Economics.mht
    • fiscal and monetary policies in developing countries The New Palgrave Dictionary of Economics.mht
    • fiscal federalism The New Palgrave Dictionary of Economics.mht
    • fiscal theory of the price level The New Palgrave Dictionary of Economics.mht
    • Fisher, Irving (1867–1947) The New Palgrave Dictionary of Economics.mht
    • Fisher, Ronald Aylmer (1890–1962) The New Palgrave Dictionary of Economics.mht
    • fisheries The New Palgrave Dictionary of Economics.mht
    • fixed effects and random effects The New Palgrave Dictionary of Economics.mht
    • fixed factors The New Palgrave Dictionary of Economics.mht
    • fixed point theorems The New Palgrave Dictionary of Economics.mht
    • fixprice models The New Palgrave Dictionary of Economics.mht
    • Fleming, John Marcus (1911–1976) The New Palgrave Dictionary of Economics.mht
    • flypaper effect The New Palgrave Dictionary of Economics.mht
    • Fogel, Robert William (born 1926) The New Palgrave Dictionary of Economics.mht
    • Forbonnais, Francois Véron Duverger de (1722–1800) The New Palgrave Dictionary of Economics.mht
    • forced saving The New Palgrave Dictionary of Economics.mht
    • forecasting The New Palgrave Dictionary of Economics.mht
    • foreign aid The New Palgrave Dictionary of Economics.mht
    • foreign direct investment The New Palgrave Dictionary of Economics.mht
    • foreign exchange market microstructure The New Palgrave Dictionary of Economics.mht
    • foreign exchange markets, history of The New Palgrave Dictionary of Economics.mht
    • foreign exchange reserve management The New Palgrave Dictionary of Economics.mht
    • Foster, William Trufant (1879–1950) The New Palgrave Dictionary of Economics.mht
    • fractals The New Palgrave Dictionary of Economics.mht
    • France, economics in (after 1870) The New Palgrave Dictionary of Economics.mht
    • France, economics in (before 1870) The New Palgrave Dictionary of Economics.mht
    • franchising The New Palgrave Dictionary of Economics.mht
    • free banking era The New Palgrave Dictionary of Economics.mht
    • free disposal The New Palgrave Dictionary of Economics.mht
    • Friedman, Milton (1912–2006) The New Palgrave Dictionary of Economics.mht
    • Frisch, Ragnar Anton Kittel (1895–1973) The New Palgrave Dictionary of Economics.mht
    • full and limited information methods The New Palgrave Dictionary of Economics.mht
    • Fullarton, John (1780–1849) The New Palgrave Dictionary of Economics.mht
    • functional analysis The New Palgrave Dictionary of Economics.mht
    • functional central limit theorems The New Palgrave Dictionary of Economics.mht
    • functional finance The New Palgrave Dictionary of Economics.mht
  • 6.24 MB
  • 2012-5-13

  • Handbook of the economics of finance.rar
       全部19章

    本附件包括：
    • Market Microstructure.pdf
    • Consumption based assets pricing.pdf
    • Corporate Governance And Control.pdf
    • Empirical Studies of Financial Innovation Lots of Talk, Little Action.pdf
    • Financial Intermediation.pdf
    • Fixed Income Pricing.pdf
    • Intertemporal Asset Pricing Theory.pdf
    • Investment Banking and Securities Issuance.pdf
    • Tests of mutlifactor pricing models volatility bounds and portfolio performance.pdf
    • The equity risk premium in retrospect.pdf
    • The equity risk premium a sollution.pdf
    • Derivatives.pdf
    • Payout Policy.pdf
    • A survey of behavioral finance .pdf
    • Financial Innovation.pdf
    • Agency, Information and Corporate Investment.pdf
    • Anomalies and Market Efficiency.pdf
    • Arbitragye,State Prices and Portfolio Theory Handbook of the Economics of Finance.pdf
    • Are Financial Assets Priced Locally or Globally.pdf
  • 7.62 MB
  • 2010-9-14

  • 200050.pdf
       Market Microstructure

  • 1.07 MB
  • 2008-3-22

  • 177241.rar
       [下载]Market Microstructure Theory -- OHara

    本附件包括：
    • MarketMicrostructureTheory(O'Hara).pdf
  • 8.65 MB
  • 2007-11-26

  • 66201.pdf
       [下载]Market Microstructure: A Survey 学Market Microstructure 的主要文章

  • 322.01 KB
  • 2006-10-4

  • 25002.rar
       [原创]市场微结构的三篇新综述

    本附件包括：
    • market microstructure microfoundation.pdf
    • stoll review.pdf
    • madhavan review.pdf
  • 776.04 KB
  • 2005-9-2

  • 20548.rar
       [下载]Empirical Market Microstructure

  • 2.45 MB
  • 2005-7-25

  • 20454.rar
       handbook of statistics 第22章 Modelling market microstructure time series 中文译稿

    本附件包括：
    • 22 市场微观结构时间序列建模.doc
  • 171.28 KB
  • 2005-7-24

  • 7446.zip
       Empirical Market Microstructure

    本附件包括：
    • MicrostructureNotes.pdf
  • 1.99 MB
  • 2005-1-9
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