https://uynajgi.github.io/yuulibrary/tags/%E5%B8%82%E5%9C%BA%E5%BE%AE%E8%A7%82%E7%BB%93%E6%9E%84.htmlRecent content in 市场微观结构 on Yuunagi LibraryHugozh-CN© YuunagiFri, 17 Jul 2026 23:03:29 +0800https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/index.htmlThu, 02 Jul 2026 00:00:00 +0000https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/index.html<section class="book-cover"> <h1 class="book-cover-title">市场微观结构理论</h1> <p class="book-cover-subtitle">Market Microstructure Theory</p> <p class="book-cover-author">Maureen O'Hara</p> </section> <h2 id="目录">目录<a class="anchor" href="#%e7%9b%ae%e5%bd%95">#</a></h2> <div class="book-toc-list"> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/foreword.html"> <span class="toc-row-title">前言</span> <span class="toc-row-desc">本书的写作动机、方法论及致谢。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/ch01.html"> <span class="toc-row-title">第1章 · 市场与做市</span> <span class="toc-row-desc">价格如何形成？交易机制如何影响价格？市场微观结构的基本问题。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/ch02.html"> <span class="toc-row-title">第2章 · 存货模型</span> <span class="toc-row-desc">订单到达、做市商决策、存货的跨期角色——基于存货的微观结构模型。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/ch03.html"> <span class="toc-row-title">第3章 · 基于信息的模型</span> <span class="toc-row-desc">知情交易者与非知情交易者、交易的信息含量、Glosten-Milgrom 模型。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/ch04.html"> <span class="toc-row-title">第4章 · 策略性交易者模型 I：知情交易者</span> <span class="toc-row-desc">知情交易者的策略行为、Kyle 批量交易模型、多个知情交易者与交易机制。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/ch05.html"> <span class="toc-row-title">第5章 · 策略性交易者模型 II：非知情交易者</span> <span class="toc-row-desc">非知情交易者的策略行为、Admati-Pfleiderer 模型、长期信息与证券收益。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/ch06.html"> <span class="toc-row-title">第6章 · 信息与价格过程</span> <span class="toc-row-desc">信息与价格序列、交易量批判、时间在价格调整中的作用。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/ch07.html"> <span class="toc-row-title">第7章 · 市场存续性与稳定性</span> <span class="toc-row-desc">信息与市场存续性、订单形式与价格行为、市场结构的政策问题。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/ch08.html"> <span class="toc-row-title">第8章 · 流动性与市场间关系</span> <span class="toc-row-desc">流动性的本质、内生流动性与市场表现、大宗交易与多市场活动。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/ch09.html"> <span class="toc-row-title">第9章 · 市场绩效问题</span> <span class="toc-row-desc">市场透明度、交易者匿名性、如何设计一个市场？</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/index_term.html"> <span class="toc-row-title">索引</span> <span class="toc-row-desc">术语与作者索引。</span> <span class="toc-row-arrow">›</span> </a> <a class="toc-row" href="https://uynajgi.github.io/yuulibrary/books/market-microstructure-theory/references.html"> <span class="toc-row-title">参考文献</span> <span class="toc-row-desc">全书参考文献列表。</span> <span class="toc-row-arrow">›</span> </a> </div>