国外论文求助专贴（论坛已设立文献求助专区）

以下是引用qqkwx225在2007-6-23 17:34:00的发言：

紧急求助!!!谢谢了!!!!!

[1] Varian H. Coodness-of-fit in optimizing models[J],Journal of Economics,1990

[2] Seiford L M，Thrall R M. Recent developments in DEA：The mathematical programming approach to frontier analysis[J]，Journal of Economics，1990

[3]A1i A I，Seiford L M. Translation invariance in data envelopment analysis[J]. Operations Research Letters，1990

[4]Pastor J. Translation invariance in data envelopment analysis：A generalization [J]. Annals of Operation Research，1996

[5] Murthi B P S，Choi Y K，Desar P. Efficiency of mutual funds and portfolio performance measurement：A non-parametric approach[J ]，European Journal of Operational Research，1997

[6]McMullen P R，Strong R A. Selection of mutual fund using data envelopment analysis[J]， Journal of Business and Economic Studies，1998

[7]Basso A，Funari S. A data envelopment analysis approach to measure the mutual fund performance[J]，European Journal of Operational Research，2001

以上文章是我在做论文时需要参考的,希望大侠能帮忙!!!谢谢!!!!!!

除六外，ＯＫ

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[此贴子已经被作者于2007-6-23 23:44:56编辑过]

请帮忙找一下这篇文章，谢谢。

Bernanke, Ben, and Ilian Mihov (2000) 'Deflation and monetary contraction in the Great Depression: an analysis by simple ratios,'

谢谢楼主，真是好人啊！

以下是引用bajjio在2007-6-24 17:44:00的发言：

请帮忙找一下这篇文章，谢谢。

Bernanke, Ben, and Ilian Mihov (2000) 'Deflation and monetary contraction in the Great Depression: an analysis by simple ratios,'

http://press.princeton.edu/TOCs/c6817.html

http://www.amazon.com/Essays-Great-Depression-Ben-Bernanke/dp/0691118205

书籍中的一章，没办法搞到．

楼主，辛苦啦！请帮我找篇文献

Board,J.L.G. and Scutcliffe, C.M.S(1990). Information , Volatility, Volume and Maturity: an Investigation of Stock Index Futures. Review of Futures Markets, Vol.9, No.3, pp.533-549

以下是引用zlcshufe在2007-6-25 16:03:00的发言：

楼主，辛苦啦！请帮我找篇文献

Board,J.L.G. and Scutcliffe, C.M.S(1990). Information , Volatility, Volume and Maturity: an Investigation of Stock Index Futures. Review of Futures Markets, Vol.9, No.3, pp.533-549

http://www.rfmjournals-archive.com/public/%7B649F2821-C0B7-4483-B832-6BD0923207A0%7D/browsed.php?curPage=1

无法下载．

楼主，谢谢啦，麻烦帮我找这几篇文献，辛苦！

1. Figlewski,S.(1984). Hedging Performance and Basis Risk in Stock Index Futures Markets. Journal of Finance,Vol39,pp.657-669
2. Jarrow,R.A.(1994).Derivative Security Markets,Market Manipulation ,and Option Pricing Theory. Journal of Financial and Quantitative Analysis,Vol.73,pp.2-18
3. Stoll,H.R. and Whaley,R.E.(1990b).Program Trading and individual Stock Returns: Ingredients of the Triple-Witching Brew. Journal of Business, Vol.63,pp.165-192
4. Stoll,H.R. and Whaley,R.E.(1997).Expiration-day effects of all Ordinaries Share Price Index Futures: empirical evidence and alternative settlement procedures. Australin Journal of Management,Vol.22
5. Stoll,H.R. and Whaley,R.E.(1991). Expiration-day effects: what has changed?. Financial Analysts Journal,January-February,pp.58-72
6. Stoll,H.R. and Whaley,R.E.(1990c).Stock Market structure and volatility.Review of Financial Studies,Vol.3,..37-71
7. Karolyi,A.G.(1996).Stock market volatility around expiration days in Japan. Journal of Derivatives,Vol.4,pp23-43
8. Herbst,A.F. and Maberly,E.D.(1991).An alternative methodology of measuring expiration day price effects at Friday's close: The expected price reversal-A note. Journal of Futures Markets,Vol.11,No.6,pp.751-754
9. Chen,Y.,Duan,J. and Hung,M.(1999).Volatility and Maturity Effect in the Nikkei225 Index Futures . Journal of Futures Markets,Vol.19

[20]陈刚.证券投资基金评价的非参数方法[J].统计与信息论坛,

[21]罗洪浪,王浣尘,田中甲.基于DEA的封闭式基金业绩评价[J].中国管理科学,

[22]罗洪浪,王浣尘,田中甲.双风险度量下封闭式基金业绩的数据包络分析[J].系统工程

[23]韩泽县,刘斌.基于数据包络分析(DEA)的封闭式基金相对业绩评价[J].管理评论

[24]马利军,伍建,程希骏.基于DEA方法的投资基金业绩评价[J].价值工程

[26]蒋崇辉,马永开.基金业及评价方法新探及其实证研究[J].管理学报

[27]马占新,唐焕文.关于DEA有效性在数据变换下的不变性[J].系统工程学报

[28]魏权龄.数据包络分析(DEA)[J].科学通报

[29]方兆本,李德辉.证券投资基金业绩评估之综述[J].管理科学

[30]易荣华,达庆利.封闭型基金绩效评估与相对投资价值评价[J].南开管理评论

[31]于玲,王波,范忠骏.证券投资基金绩效评价研究[J].上海理工大学学报

[32]廖华,廖小荣.数据包络分析法在基金业绩评价中的应用[J].管理学报
[33]赵旭,吴冲锋.证券投资基金业绩与持续性评价的实证研究--基于DEA模型与R/S模型的评价[J].管理科学

万分感谢!!!!

Engle, R.F., T. Ito, and W. Lin, 1990. A Meteor Showers or Heat Waves ? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market, Econometrica, 58, 525-542.

楼主，再麻烦帮我找篇文献，谢谢！

Market Manipulation,Bubbles,Corners,and short Squeezes.

robert Jarrow ,JFQA/1992