<p>第一篇：<br/>Title:Illiquidity and stock returns : cross2section and time series effects<br/>Auther:Amihud Y.<br/>From:Journal of Financial Markets , 2002 ,5 : 31-56.</p><p>第二篇：<br/>Title:Liquidity and market structure<br/>Auther:Grossman Sanford, Merton Miller<br/>From:Journal of Finance, 1988, 43: 617- 637</p><p>第三篇：<br/>Title: the Seasonal Behavior of the Liquidity Premium in Asset Pricing<br/>Auther: ELESWARAPU V R, REINGANIUM M<br/>From: J].Journal of Financial Economics ,1993 (34): 373-386</p><p>第四篇：<br/>Title: Liquidity Risk and Expected Stock Returns<br/>Auther: PASTOR L, R STAMBAUGH.<br/>From: Journal of Political Economy ,2003 (111): 642-685.</p><p>第五篇：<br/>Title: The pricing of systematic liquidity risk: empirical evidence from the US stock market<br/>Auther: Gibson R, Mougeot N.<br/>From: Journal of Banking &amp; Finance, 2004, 28: 157～ 178.</p><p>第六篇：<br/>Title: Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market<br/>Auther: M artinezM A ,N ieto B, Rubio G, Tap iaM.<br/>From: International Review of Economics &amp; Finance, 2005, 14: 81～ 10.</p>

[此贴子已经被作者于2008-8-30 19:43:04编辑过]