<p>1、Price discovery and common factor models*1 </p><p>Richard T. Baillie, G. Geoffrey Booth, Yiuman Tse,&nbsp; and Tatyana Zabotina</p><p>Journal of Financial Markets<br/>Volume 5, Issue 3, July 2002, Pages 309-321 </p><p>2、Common factor components versus information shares: a reply</p><p>Frederick H. deB. Harris,&nbsp; Thomas H. McInish and Robert A. Wood</p><p>Journal of Financial Markets<br/>Volume 5, Issue 3, July 2002, Pages 341-348 、</p><p>3、Stalking the “efficient price” in market microstructure specifications: an overview</p><p>Joel Hasbrouck, </p><p>Journal of Financial Markets<br/>Volume 5, Issue 3, July 2002, Pages 329-339 </p><p>4、Security price adjustment across exchanges: an investigation of common factor components for Dow stocks</p><p>Frederick H. deB. Harris,&nbsp; Thomas H. McInish and Robert A. Wood</p><p>Journal of Financial Markets<br/>Volume 5, Issue 3, July 2002, Pages 277-308 </p><p>5、Some desiderata for the measurement of price discovery across markets</p><p>Bruce N. Lehmann,<br/>Journal of Financial Markets<br/>Volume 5, Issue 3, July 2002, Pages 259-276 </p>

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