<p>1、</p><p>Illiquidity and stock returns: cross-section and time-series effects</p><p><strong>&nbsp;</strong>Yakov Amihud</p><!--Element not supported - Type: 8 Name: #comment--><div class="articleText" style="DISPLAY: inline;"><div class="authorsNoEnt" id="authorsAnchors"><p>Stern School of Business, New York University, New York, NY 10012, USA</p><div class="artihead" id="artihead"><a href="http://www.sciencedirect.com/science/journal/13864181"><b>Journal of Financial Markets</b></a><br/><a href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%236071%232002%23999949998%23273028%23FLA%23&amp;_cdi=6071&amp;_pubType=J&amp;view=c&amp;_auth=y&amp;_acct=C000055930&amp;_version=1&amp;_urlVersion=0&amp;_userid=2046845&amp;md5=3a30633d2eacfe72aa4f7b28f4838af1">Volume 5, Issue 1</a>, January 2002, Pages 31-56 </div></div></div><p>2、</p><p>Market microstructure: A survey</p><!--Element not supported - Type: 8 Name: #comment--><div class="authorsNoEnt" id="authorsAnchors"><div class="refMsg nojs" style="DISPLAY: none;"></div><strong>Ananth Madhavan</strong></div><!--Element not supported - Type: 8 Name: #comment--><div class="articleText" style="DISPLAY: inline;"><div class="authorsNoEnt" id="authorsAnchors"><p>Marshall School of Business, University of Southern California, Los Angeles, CA 90089-1427, USA</p></div><!--Element not supported - Type: 8 Name: #comment--></div><!--Element not supported - Type: 8 Name: #comment--><div class="articleText" style="DISPLAY: inline;"><div class="artihead" id="artihead"><a href="http://www.sciencedirect.com/science/journal/13864181"><b>Journal of Financial Markets</b></a><br/><a href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%236071%232000%23999969996%23205431%23FLA%23&amp;_cdi=6071&amp;_pubType=J&amp;view=c&amp;_auth=y&amp;_acct=C000055930&amp;_version=1&amp;_urlVersion=0&amp;_userid=2046845&amp;md5=ec48a26ae06da816f91e0908c95b7bdc">Volume 3, Issue 3</a>, August 2000, Pages 205-258 </div><br/></div><p>3、</p><p>Quote setting and price formation in an order driven market<a name="bm4.1"></a><a href="http://www.sciencedirect.com/science?_ob=ArticleURL&amp;_udi=B6VHN-46D540W-2&amp;_user=2046845&amp;_coverDate=08%2F31%2F2003&amp;_rdoc=2&amp;_fmt=high&amp;_orig=browse&amp;_srch=doc-info(%23toc%236071%232003%23999939995%23441972%23FLA%23display%23Volume)&amp;_cdi=6071&amp;_sort=d&amp;#m4.1">^*1</a><br/>&nbsp;</p><!--Element not supported - Type: 8 Name: #comment--><div class="authorsNoEnt" id="authorsAnchors"><div class="refMsg nojs" style="DISPLAY: none;">This article is not included in your organization's subscription. However, you may be able to <a href="http://www.sciencedirect.com/science?_ob=ArticleURL&amp;_udi=B6VHN-46D540W-2&amp;_user=2046845&amp;_coverDate=08%2F31%2F2003&amp;_rdoc=2&amp;_fmt=full&amp;_orig=browse&amp;_srch=doc-info(%23toc%236071%232003%23999939995%23441972%23FLA%23display%23Volume)&amp;_cdi=6071&amp;_sort=d&amp;_docanchor=&amp;_ct=8&amp;_acct=C000055930&amp;_version=1&amp;_urlVersion=0&amp;_userid=2046845&amp;md5=a025df1490c7ededd8fe103922b31641">access this article</a> under your organization's agreement with Elsevier.</div><!--Element not supported - Type: 8 Name: #comment--><strong><p>Puneet Handa, Robert Schwartz^{&nbsp;&nbsp;&nbsp;}and Ashish Tiwari</p></strong></div><div class="artihead" id="artihead"><a href="http://www.sciencedirect.com/science/journal/13864181"><b>Journal of Financial Markets</b></a><br/><a href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%236071%232003%23999939995%23441972%23FLA%23&amp;_cdi=6071&amp;_pubType=J&amp;view=c&amp;_auth=y&amp;_acct=C000055930&amp;_version=1&amp;_urlVersion=0&amp;_userid=2046845&amp;md5=5d676ec9292eea75e9839b58748c7ae7">Volume 6, Issue 4</a>, August 2003, Pages 461-489 <br/>Order form, trading protocol, and price formation </div>

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