<p>1、</p><p>文献名：Friction in the trading process and the estimation of systematic risk </p><!--Element not supported - Type: 8 Name: #comment--><div class="authorsNoEnt" id="authorsAnchors"><strong><p>作者：Kalman J. Cohen， Gabriel A. Hawawini， Steven F. Maier， Robert A. Schwartz， David K. Whitcomb</p><div class="artihead" id="artihead">期刊名：<a href="http://www.sciencedirect.com/science/journal/0304405X"><b>Journal of Financial Economics</b></a><br/>卷刊号：<a href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235938%231983%23999879997%23325675%23FLP%23&amp;_cdi=5938&amp;_pubType=J&amp;view=c&amp;_auth=y&amp;_acct=C000055930&amp;_version=1&amp;_urlVersion=0&amp;_userid=2046845&amp;md5=3a842693faf71c54beee59b8c7c3d086">Volume 12, Issue 2</a>, August 1983, Pages 263-278 </div><div class="artihead"></div><div class="artihead">来源：<a href="http://www.sciencedirect.com/science/article/B6VBX-46922FH-6/2/50b22c6cf30ec078bfa6e41e467724c3">http://www.sciencedirect.com/science/article/B6VBX-46922FH-6/2/50b22c6cf30ec078bfa6e41e467724c3</a></div><div class="artihead"></div><div class="artihead">2、</div><h2 class="artihead"><font size="4">文献名：Estimating and Adjusting for the Intervalling-Effect Bias in Beta</font></h2><div class="artihead"><strong><nobr></nobr><font size="4"><nobr>作者：Kalman J. Cohen</nobr>, <nobr>Gabriel A. Hawawini</nobr>, <nobr>Steven F. Maier</nobr>, <nobr>Robert A. Schwartz</nobr>, <nobr>David K. Whitcomb</nobr><br/>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</font></strong></div><div class="artihead"><font face="Verdana" size="2">期刊名：MANAGEMENT SCIENCE<br/>卷刊号：Vol. 29, No. 1, January 1983, pp. 135-148<br/>DOI: 10.1287/mnsc.29.1.135</font></div><div class="artihead"><font face="Verdana" size="2">来源：<a href="http://mansci.journal.informs.org/cgi/content/abstract/29/1/135">http://mansci.journal.informs.org/cgi/content/abstract/29/1/135</a></font><font size="+0"><br/></font></div></strong></div><!--Element not supported - Type: 8 Name: #comment-->

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