Good books recommended by my supervisor_Market Microstructure

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

I only got two books recommended by my supervisor. I will update more.

1. Market Liquidity: Theory, Evidence and Policy. / Thierry Foucault, Marco Pagano, and Ailsa Roell
2.Trading and Exchanges. /Larry Harris

Sorry, I cannot type in Chinese.

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：recommended supervisor Recommend Structure commend market microstrucutre high frequency trading

Do you  have the ebooks of them

谢谢分享

爱萌 发表于 2016-10-13 18:02
Do you  have the ebooks of them

I only have one of them, but I think someone may has shared the pdf version.

Adding one: Empirical market structure/Joel Hasbrouck------(this guy has his own webpage, which provides lots of great resources.)