Cloud-aided mobile edge networks (CAMENs) allow edge servers (ESs) to purchase resources from remote cloud servers (CSs), while overcoming resource shortage when handling computation-intensive tasks of mobile users (MUs).Conventional trading mechanisms (e.g., onsite trading) confront many challenges, including decision-making overhead (e.g., latency) and potential trading failures.This paper investigates a series of cross-layer matching mechanisms to achieve stable and cost-effective resource provisioning across different layers (i.e., MUs, ESs, CSs), seamlessly integrated into a novel hybrid paradigm that incorporates futures and spot trading.In futures trading, we explore an overbooking-driven aforehand cross-layer matching (OA-CLM) mechanism, facilitating two future contract types: contract between MUs and ESs, and contract between ESs and CSs, while assessing potential risks under historical statistical analysis.In spot trading, we design two backup plans respond to current network/market conditions: determination on contractual MUs that should switch to local processing from edge/cloud services; and an onsite cross-layer matching (OS-CLM) mechanism that engages participants in real-time practical transactions.We next show that our matching mechanisms theoretically satisfy stability, individual rationality, competitive equilibrium, and weak Pareto optimality.Comprehensive simulations in real-world and numerical network settings confirm the corresponding efficacy, while revealing remarkable improvements in time/energy efficiency and social welfare.