<p>第一篇<br/>题目：An Empirical Analysis of Stock and Bond Market Liquidity<br/>作者：Chordia, Tarun; Sarkar, Asani; and Subrahmanyam, Avanidhar<br/>期刊：Review of Financial Studies 2005 18(1):85-129</p><p>第二篇<br/>题目：Liquidity, exchange listing and common stock performance<br/>作者：Coopu, S.K., Goth, J.C., Avera, W.E.<br/>期刊：1985,Journal of Economics and Business 37, 19–33</p><p>第三篇<br/>题目：Differences of opinion make a horse race<br/>作者：Harris, M., Raviv, A.<br/>期刊：1993,Review of Financial Studies 6, 473–506</p><p>第四篇<br/>题目：Note on bias in the estimation of autocorrelation<br/>作者：Kendall, M.G<br/>期刊：1954,Biometrica 41,403–404</p><p>第五篇<br/>题目：Local return factors and turnover in emerging stock markets<br/>作者：Rouwenhorst, K.G.,<br/>期刊：The Journal of Finance, Volume 54, Number 4, August 1999 , pp. 1439-1464(26)</p><p></p>

[此贴子已经被作者于2008-10-8 12:01:26编辑过]