<p>1、</p><p>文献名：trading volume and cross-autocorrelation in stock returns</p><p>作者：Chordia,Tarun,and Bhaskaran Swaminathan</p><p>期刊：<em>the journal of finance,</em>2000，55,913-935</p><p>链接：<a href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=157835">http://papers.ssrn.com/sol3/papers.cfm?abstract_id=157835</a></p><p>2、</p><p>文献名：Asymmetric Predictability of Conditional Variance</p><p>作者：Conrad,J.,M.Gultekin,and G,.Kaul,</p><p>期刊：<em>Review of financial Statistics,</em>1991,4,597-622</p><p>链接：<a href="http://rfs.oxfordjournals.org/cgi/content/abstract/4/4/597">http://rfs.oxfordjournals.org/cgi/content/abstract/4/4/597</a></p><p>3、</p><p>文献名：Components of short-Horizon Individual security returns</p><p>作者：Conrad,J.,G.Kaul,and M.Nimalendran</p><p>期刊：<em>Journal of financial economics</em>,1991，29,365-384</p><p>链接：<a href="http://econpapers.repec.org/article/eeejfinec/v_3A29_3Ay_3A1991_3Ai_3A2_3Ap_3A365-384.htm">http://econpapers.repec.org/article/eeejfinec/v_3A29_3Ay_3A1991_3Ai_3A2_3Ap_3A365-384.htm</a></p><p>4、</p><p>文献名：portfolio return autocorrelation</p><p>作者：Mech,Timothy S.,</p><p>期刊：<em>The journal of financial economics</em>,1993，34,307-344</p><p>链接：<a href="http://ideas.repec.org/a/eee/jfinec/v34y1993i3p307-344.html">http://ideas.repec.org/a/eee/jfinec/v34y1993i3p307-344.html</a></p><p>谢谢，站内链接，或者邮箱：<a href="mailto:ztx1970@126.com">ztx1970@126.com</a></p><p>本人头次发帖，格式没有理解好，请谅解！若这次不对，请提醒。别删帖。</p>

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