<p>1、</p><p>文献名：Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets</p><p>作者：Erik Theissen</p><p>期刊名：Journal of Financial Markets</p><p>Volume 3, Issue 4, November 2000, Pages 333-363</p><p>http://www.sciencedirect.com/science?_ob=ArticleURL&amp;_udi=B6VHN-418PRN0-1&amp;_user=2046845&amp;_rdoc=1&amp;_fmt=&amp;_orig=search&amp;_sort=d&amp;view=c&amp;_acct=C000055930&amp;_version=1&amp;_urlVersion=0&amp;_userid=2046845&amp;md5=e9f534f54b4a4c9a3d6c3030405c2863</p><p>&nbsp;</p><p>2、</p><p>文献名：Stock market microstructure and return volatility : Evidence from Italy</p><p>作者：Yakov Amihud*Haim Mendelson*Maurizio Murgia</p><p>期刊名：Journal of Banking &amp; Finance</p><p>Volume 14, Issues 2-3, August 1990, Pages 423-440</p><p>http://www.sciencedirect.com/science/article/B6VCY-49WPBXR-C/2/789c1c98ccd4b6978a920d5f72112e38</p><p>&nbsp;</p><p>3、</p><p>文献名：Liquidity And Execution Costs In Equity Markets</p><p>作者：Joel Hasbrouck; Robert A Schwartz</p><p>期刊名：The Journal Of Portfolio Management</p><p>Spring 1988，14，10-16</p><p>http://www.iijournals.com/JPM/DEFAULT.ASP?Page=2&amp;ISS=10071&amp;SID=409160&amp;S=JFI</p>

[此贴子已经被作者于2009-3-14 14:01:54编辑过]