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以下是引用zlcshufe在2007-6-25 17:33:00的发言：

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

以下是引用qqkwx225在2007-6-25 21:36:00的发言：

[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!!!!

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以下是引用Dany06fx在2007-6-26 16:56:00的发言：

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.

130439.pdf (616.31 KB)

2007-6-27 11:50:00 上传

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以下是引用zlcshufe在2007-6-26 16:56:00的发言：

楼主，再麻烦帮我找篇文献，谢谢！

Market Manipulation,Bubbles,Corners,and short Squeezes.

robert Jarrow ,JFQA/1992

130440.pdf (636.39 KB)

2007-6-27 11:52:00 上传

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Default risk insurance and incomplete markets

Author：Philippe Artzner, Freddy Delbaen

Mathematical Finance

Vol. 5 Issue 3 Page 187 July 1995

谢谢这位仁兄！

以下是引用littleque在2007-6-29 7:11:00的发言：

Default risk insurance and incomplete markets

Author：Philippe Artzner, Freddy Delbaen

Mathematical Finance

Vol. 5 Issue 3 Page 187 July 1995

谢谢这位仁兄！

OK.................

131092.pdf (527.55 KB)

2007-6-29 11:56:00 上传

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求文献

Guonan Ma, Corrinne Ho, McCauley R. N.(2004).The Markets for Non-deliverable Forwards in Asian Currencies [R]. BIS Quarterly Review, No.6

还有这篇，谢谢啦。

Kaen F，Hachey G.(1983).Eurocurrency and National Money Market Interest Rates [J].Journal of Money,Credit, and Banking ,l5,327-338.

Callen J.L.,Chan M.L,Kwan C.CY.(1989).Spot and Forward Exchange Rate: A Causality Analysis [J]. Journal of Business Finance and Accounting,16(1),105-118

以下是引用Dany06fx在2007-6-30 9:15:00的发言：

求文献

Guonan Ma, Corrinne Ho, McCauley R. N.(2004).The Markets for Non-deliverable Forwards in Asian Currencies [R]. BIS Quarterly Review, No.6

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2007-6-30 21:54:00 上传

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