期刊論文1. | Hellwig, M. F.(1980)。On the Aggregation of Information in Competitive Markets。Journal of Economic Theory,22,477-798。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Admati, A. R.(1985)。A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Market。Econometrica,53,629-657。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Admati, A.、Pfleiderer, P.(1988)。A Theory of Intraday Patterns: Volume and Price Variability。Review of Financial Studies,1,3-40。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Admati, A.、Pfleiderer, P.(1991)。Sunshine Trading and Financial Market Equilibrium。Review of Financial Studies,4,443-482。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Back, K.(1992)。Insider Trading in Continuous Time。Review of Financial Studies,5,387-410。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Brown, D. P.、Zhang, Z. M.(1997)。Market Orders and Market Efficiency。Journal of Finance,1。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Chakravarty, Sugato、Holden, Craig W.(1995)。An Integrated Model of Market and Limit Orders。Journal of Intermediation,4(3),213-241。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Dimond, A. K.、Verrecchia, R. E.(1981)。Information Aggregation in a Noisy Rational Expectations Economy。Journal of Financial Economics,9,211-235。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Foster, F.、Viswanathan, S.(1990)。A Theory of Intraday Variations in Volume, Variance and Trading Costs in Securities Markets。Review of Financial Studies,3,593-624。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Grossman, S. J.、Miller, M. H.(1988)。Liquidity and Market Structure。Journal of Finance,43(3),617-633。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Grossman, S. J.、Stiglitz, J. E.。On the Impossibility of Informationally Efficient Market。America Economic Review,70,393-408。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Mcinish, T. H.、Wood, R. A.(1995)。Hidden Limit Orders on the NYSE。Journal of Portfolio Management,21,19-26。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Seppi, D. J.(1997)。Liquidity Provision with Limit Orders and a Strategic Specialist。Review of Financial Studies,10,103-150。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Kyle, A. S.(1985)。Continuous auctions and inside trading。Econometrica,53(6),1315-1335。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Holden, Craig W.、Subrahmanyam, Avanidhar(1992)。Long-lived Private Information and Imperfect Competition。The Journal of Finance,47(1),247-270。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Kyle, Albert S.(1989)。Informed Speculation with Imperfect Competition。Review of Economic Studies,56(187),317-355。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |