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<p>Comerton-Forde, C., Lau, S. T., McInish, T. H., 2007. Opening and closing behavior following<br/>the introduction of call auctions in Singapore, Pacific-Basin Finance Journal 15, 18 - 35.</p><p><br/>Ellul, A., Shin, H. S., Tonks, I., 2005. Opening and closing the market: Evidence from the<br/>London Stock Exchange. Journal of Financial and Quantitative Analysis 40, 779-801.</p><p><br/>Pagano, Michael and Robert Schwartz, 2003, A closing call’s impact on market quality at Euronext<br/>Paris, Journal of Financial Economics 68, 439-484.</p><p>Chan, Soon Huat, Kenneth Kim and S. Ghon Rhee, 2005, Price limit performance: Evidence from<br/>transactions data and the limit order book, Journal of Empirical Finance 12 (2005), 269-290.</p><p>Brown, Stephen., S. Ghon. Rhee, and Liang Zhang, 2007, The profitability of value investment<br/>strategies in Asian stock markets, University of Hawaii Shidler College of Business Working Paper.</p><p><br/>Chan, L. K. C., N. Jegadeesh, and J. Lakonishok, 1995, Evaluating the performance of value<br/>versus glamour stocks: The impact of selection bias, Journal of Financial Economics 38, 269-296.</p>
[此贴子已经被作者于2008-5-10 9:30:35编辑过] |
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