[感谢]英文文献三篇

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1.题目 Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options   作者 Kam C. Chan ，Louis T. W. Cheng， Peter P. Lung
   期刊 Journal of Futures Markets Volume 24, Issue 12, pages 1165–1194, December 2004
   链接 http://onlinelibrary.wiley.com/doi/10.1002/fut.20134/abstract

2.题目 TESTING THE NET BUYING PRESSURE HYPOTHESIS DURING THE ASIAN FINANCIAL CRISIS: EVIDENCE FROM HANG SENG INDEX OPTIONS  作者   Kam C. Chan1, Louis T. W. Cheng2, Peter P. Lung3
  期刊 Journal of Financial Research Volume 29, Issue 1, pages 43–62, March 2006
  链接 http://onlinelibrary.wiley.com/doi/10.1111/j.1475-6803.2006.00165.x/full


3.题目 The information content of net buying pressure: Evidence from the KOSPI 200 index option market
   作者 Jangkoo Kang and Hyoung-Jin Park
   期刊

Journal of Financial Markets Volume 11, Issue 1, February 2008, Pages 36-56
链接 http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VHN-4N3GHP4-1&_user=10&_coverDate=02%2F29%2F2008&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_searchStrId=1609468670&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=96c2a8335605384b11d2b7b8513766bd&searchtype=a
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TESTING THE NET BUYING PRESSURE HYPOTHESIS DURING THE ASIAN FINANCIAL CRISIS: EVIDENCE FROM HANG SENG INDEX OPTIONS
Kam C. Chan, Louis T. W. Cheng, Peter P. Lung
Journal of Financial Research Volume 29, Issue 1, pages 43–62, March 2006

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