1、
文献名:Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets
作者:Erik Theissen
期刊名:Journal of Financial Markets
Volume 3, Issue 4, November 2000, Pages 333-363
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VHN-418PRN0-1&_user=2046845&_rdoc=1&_fmt=&_orig=search&_sort=d&view=c&_acct=C000055930&_version=1&_urlVersion=0&_userid=2046845&md5=e9f534f54b4a4c9a3d6c3030405c2863
2、
文献名:Stock market microstructure and return volatility : Evidence from Italy
作者:Yakov Amihud*Haim Mendelson*Maurizio Murgia
期刊名:Journal of Banking & Finance
Volume 14, Issues 2-3, August 1990, Pages 423-440
http://www.sciencedirect.com/science/article/B6VCY-49WPBXR-C/2/789c1c98ccd4b6978a920d5f72112e38
3、
文献名:Liquidity And Execution Costs In Equity Markets
作者:Joel Hasbrouck; Robert A Schwartz
期刊名:The Journal Of Portfolio Management
Spring 1988,14,10-16
http://www.iijournals.com/JPM/DEFAULT.ASP?Page=2&ISS=10071&SID=409160&S=JFI
[此贴子已经被作者于2009-3-14 14:01:54编辑过]