<p>1、time varying factors and cross autocorrelations in short horizon stock returns</p><p>作者：Allaudeen Hameed </p><p>杂志：journal of financial research 1997(20)435-458</p><p>链接：http://papers.ssrn.com/sol3/papers.cfm?abstract_id=8187</p><p>2、time varying expected return</p><p>作者：conrad,Jennifer,and gautam kaul,</p><p>杂志：journal of business 1988(61) 409-425</p><p>链接：</p><p>3、delayed reaction&nbsp; to good news and cross-autocorrelation of portfolio returns</p><p>作者：mecqueen,grant Michael pinegar and steven thorley</p><p>杂志：journal of finance 1996(51) 889-920</p><p>链接：http://links.jstor.org/sici?sici=0022-1082%28199607%2951%3A3%3C889%3ADRTGNA%3E2.0.CO%3B2-2&amp;origin=repec</p><p>4、中国市场中股票间领先-滞后关系的规模与交易量效应</p><p>作者：刘煜辉&nbsp;&nbsp;熊鹏</p><p>杂志：世界经济 2004（27）23-30</p><p>链接：http://d.wanfangdata.com.cn/Periodical_sjjj200408007.aspx</p><p>5、portfolio return autocorrelation</p><p>作者：Mech, Timothy S.</p><p>杂志：journal of financial economics 1993(34)307-344</p><p>链接：http://www.sciencedirect.com/science/article/B6VBX-45GSH3H-1J/2/4434e1281413fc16911dae7dcf22e707</p>