太阳成集团tyc33455cc官网
学校主页 | 中文 | English
 
 
 
 
 
 

The Journal of Portfolio Management ,Market Microstructure 2022, Vol.48 ,issue.(6)

[发布日期]:2022-11-15  [浏览次数]:

目录

Editor’s Introduction to the Special Issue on Market Microstructure
编辑对市场微观结构的介绍特刊
Equity Market Structure and the Persistence of Unsolved Problems: A Microstructure Perspective
股票市场结构和未解决问题的持续存在:微观结构的视角
A Practitioner Perspective on Trading and the Implementation of Investment Strategies
从业者的角度对贸易和投资策略的实现
Emerging Technologies and the Transformation of Exchange Trading Platforms
新兴技术与交易所交易平台的转型
Market Design—A Practitioner’s Perspective
市场设计一个实践者的角度
A Primer on Liquidity from an Asset Management and Asset Allocation Perspective
资产管理和资产配置视角的流动性入门
Corporate Bond Trading: Finding the Customers’ Yachts
企业债券交易:寻找客户的游艇
The Return of the Call Auction
集合竞价的回归
Market Impact Decay and Capacity
市场影响衰减和能力
Endogenous Dynamics of Intraday Liquidity
流动性盘中的内生动力
Demystifying Index Rebalancing: An Analysis of the Costs of Liquidity Provision
神秘指数再平衡:分析流动性供应的成本
Mean-Variance Optimization for Simulation of Order Flow
均值-方差仿真优化的订单流
Social Networks, Trading, and Liquidity
社交网络,交易,和流动性

原文链接:https://jpm.pm-research.com/content/48/6

翻译:有道翻译
整理者:杨璐



上一条:The Journal of Portfolio Management ,July 2022, Vol.48 ,issue.(7) 下一条:The Economic Journal, 2022年第7期

关闭