<p>1、Incomplete Information, Trading Costs and Cross‐autocorrelations in Stock Returns</p><p>作者：<span class="name"><span class="forenames">Tarun</span><br/>&nbsp;&nbsp;&nbsp;<span class="surname">Chordia</span><a href="http://www3.interscience.wiley.com/journal/118781282/abstract#c1"><font color="#336699">*</font></a></span>–<span class="name"><span class="forenames">Bhaskaran</span><br/>&nbsp;&nbsp;&nbsp;<span class="surname">Swaminathan</span></span></p><p>杂志：Economic Notes 2004(34), 145--181.</p><p>链接：<a href="http://www3.interscience.wiley.com/journal/118781282/abstract">http://www3.interscience.wiley.com/journal/118781282/abstract</a></p>

[此贴子已经被作者于2009-4-7 12:46:02编辑过]