Title:An operational measure of liquidity
Author:Lippman, S.A., McCall, J.J
From: American Economic Review 76, 43–55,1986
第二篇
Title:Measuring treasury market liquidity
Author:LFleming, M.J
From: Federal Reserve Bank of New York Economic Policy Review 9, 83–108,2003
第三篇
Title:Market liquidity and trading activity
Author:Chordia, T., Roll, R., Subrahmanyam, A.
From: Journal of Finance 56, 501–530,2001
[此贴子已经被作者于2008-8-26 15:16:34编辑过]