共 9 条
[1]
Is the electronic open limit order book inevitable?. Glosten Lawrence. The Journal of Finance . 1994
[2]
Trades, Quotes, inventories, and information. Hasbrouck,Joel. The Journal of Finance . 1988
[3]
An analysis of intraday patterns in bidask spreads for NYSE stocks. McInish Thomas,Robert Wood. Working Paper . 1988
[4]
Trading mechanisms in securities markets. Ananth Madhavan. The Journal of Finance . 1992
[5]
Securities trading in the absence of dealers: trades and quotes on the Tokyo Stock Exchange. Hamao Yasushi,Joel Hasbrouck. The Review of Financial Studies . 1995
[6]
Insider holdings and perceptions of information asymmetry: A note. Chiang Raymond,Venkatesh. The Journal of Finance . 1988
[7]
Price, trade size, and information in securities markets. Easley David,Maureen O Hara. The Journal of Finance . 1987
[8]
The summary informativeness of stock trades: An economtric analysis. Hasbrouck,Joel. The Review of Financial Studies . 1991
[9]
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. Glosten Lawrence,Paul Milgorm. The Journal of Finance . 1985