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1、Amihud, Y., and H. Mendelson (1986), Asset Pricing and theBid-Ask Spread, Journal of Financial Economics 17, 223-249.

2、Amihud,Y., and H. Mendelson (1980), Dealership Markets: Market Making with Inventory,Journal of Financial Economics 8, 31-53.

3、Biais,B. (1993), Price Formation and Equilibrium Liquidity in Fragmented andCentralized Markets, Journal of Finance 48, 157-185.

4、Easley, D and M. OHara (1987), Price, Trade Size, andInformation in Securities Markets, Journal of Financial Economics 19, 69-90.

5、Easley,D. and M. O’Hara, 1992, Time and the process of security price adjustment,Journal of Finance, 47: 577-605.

6、Wang, J. (1993), A Model of Intertemporal Asset Prices UnderAsymmetric Information, Review of Economic Studies 60, 249-282.

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关键词：求文献 information equilibrium centralized Informatio Journal

外文啊 懒的下 等其他人给你找吧

yuzhaoyu 发表于 2013-1-29 21:41
外文啊 懒的下 等其他人给你找吧

嗯嗯。直接复制进去，搜索就可以了的。。。

给出链接，也许大家会更乐意帮你。

jmb321 发表于 2013-1-29 22:06
给出链接，也许大家会更乐意帮你。

好的，麻烦大家了啊！！！
1、http://www.sciencedirect.com/science/article/pii/0304405X86900656
2、http://www.sciencedirect.com/science/article/pii/0304405X80900203
3、http://onlinelibrary.wiley.com/d ... .tb04705.x/abstract
4、http://www.sciencedirect.com/science/article/pii/0304405X87900298
5、http://onlinelibrary.wiley.com/d ... .tb04402.x/abstract
6、http://restud.oxfordjournals.org/content/60/2/249.short

Time and the Process of Security Price Adjustment.pdf (595.07 KB)

2013-1-29 23:18:46 上传

Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets.pdf (2.53 MB)

2013-1-29 22:46:15 上传

A Model of Intertemporal Asset Prices Under Asymmetric Information.pdf (4.29 MB)

2013-1-29 22:26:18 上传

0130.rar (1.39 MB) 本附件包括：

• Asset pricing and the bid-ask spread.pdf

2013-1-29 23:45:58 上传

Asset pricing and the bid-ask spread

Dealership Markets_Market Making with Inventory


Price, trade size, and information in securities markets


PACKAGE.rar (2.07 MB) 本附件包括：

• Dealership Markets_Market Making with Inventory.pdf
• Price, trade size, and information in securities markets.pdf

2013-1-29 23:57:39 上传

PaulBond 发表于 2013-1-29 23:58
Dealership Markets_Market Making with Inventory

多谢帮忙下载文献