篇号: 1
题名:Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
作者:Michael J. Brennan and Avanidhar Subrahmanyam
期刊全称或缩写:Journal of Financial Economics
年份,卷(期),起止页码:Volume 41, Issue 3, July 1996, Pages 441-464
电子链接:http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-3VVVRX5-9&_user=10&_coverDate=07/31/1996&_alid=849865593&_rdoc=1&_fmt=high&_orig=search&_cdi=5938&_docanchor=&view=c&_ct=1&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=88896ebbb392d267a4ecfd04e677dd41
篇号: 2
题名:Price, trade size, and information in securities markets
作者:David Easley and Maureen O'Hara
期刊全称或缩写:Journal of Financial Economics
年份,卷(期),起止页码:Volume 19, Issue 1, September 1987, Pages 69-90
电子链接:http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-458WNF5-1D&_user=10&_coverDate=09/30/1987&_alid=849868801&_rdoc=1&_fmt=high&_orig=search&_cdi=5938&_sort=d&_docanchor=&view=c&_ct=1&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=6176b4915b343013a4baedf5c7503ca5
篇号: 3
题名:Stock return variances: The arrival of information and the reaction of traders
作者:Kenneth R. French and Richard Roll
期刊全称或缩写:Journal of Financial Economics
年份,卷(期),起止页码:Volume 17, Issue 1, September 1986, Pages 5-26
电子链接:http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-458WN9H-H&_user=10&_coverDate=09/30/1986&_alid=849870664&_rdoc=1&_fmt=high&_orig=search&_cdi=5938&_sort=d&_docanchor=&view=c&_ct=1&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=7fb8ae29e0e134a9ccee42663873052a
篇号: 4
题名:Market microstructure
作者:Mark B. Garman
期刊全称或缩写:Journal of Financial Economics
年份,卷(期),起止页码:Volume 3, Issue 3, June 1976, Pages 257-275
电子链接:http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-458WN91-6&_user=10&_coverDate=06/30/1976&_alid=849873965&_rdoc=2&_fmt=high&_orig=search&_cdi=5938&_docanchor=&view=c&_ct=2&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=e300e9545693f1c0fa630551075886bc
篇号: 5
题名:Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
作者:Lawrence R. Glosten and Paul R. Milgrom
期刊全称或缩写:Journal of Financial Economics
年份,卷(期),起止页码:Volume 14, Issue 1, March 1985, Pages 71-100
电子链接:http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-45MFS6V-5&_user=10&_coverDate=03/31/1985&_alid=849878106&_rdoc=1&_fmt=high&_orig=search&_cdi=5938&_sort=d&_docanchor=&view=c&_ct=1&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=e40010028ced399591fb5e98c785e6e2
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