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4O'Hara, M, Market Microstructure Theory, Cambridge:BlackwellPublisher Inc., 1995.
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二级参考文献4
1Handa,P.and R.A.Schwartz,1992."Limit Order Trading",Working Paper,New York University ,January.
2Harris,L.1994."Minimum Price Variations,Discrete Bid/Ask Spreads,and Quotation Sizes",Review of Financial Studies,7,149-178.
3Niemeyer,J.and P.Sandas,1994."Tick Size,Market Liquidity and Trading Voluroe:Evidence from the Stockholm Stock Exchange",Working Paper,Stockholm School of Ecomomics,November.
4Paul Brokman ,Dennis Y.Chung.1998."Inter-and intra-day Liquidity Patterns on the Stock Exchange of Hong Kong",Journal of International Financial Markets,Institutions and Money,8,277-298.
