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第一篇：
Title:Illiquidity and stock returns : cross2section and time series effects
Auther:Amihud Y.
From:Journal of Financial Markets , 2002 ,5 : 31-56.
第二篇：
Title:Liquidity and market structure
Auther: Grossman Sanford, Merton Miller
From:Journal of Finance, 1988, 43: 617- 637
第三篇：
Title: the Seasonal Behavior of the Liquidity Premium in Asset Pricing
Auther: ELESWARAPU V R, REINGANIUM M
From: J].Journal of Financial Economics ,1993 (34): 373-386
第四篇：
Title: Liquidity Risk and Expected Stock Returns
Auther: PASTOR L, R STAMBAUGH.
From: Journal of Political Economy ,2003 (111): 642-685.
第五篇：
Title: The pricing of systematic liquidity risk: empirical evidence from the US stock market
Auther: Gibson R, Mougeot N.
From: Journal of Banking & Finance, 2004, 28: 157～ 178.
第六篇：
Title: Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market
Auther: M artinezM A ,N ieto B, Rubio G, Tap iaM.
From: International Review of Economics & Finance, 2005, 14: 81～ 10.
[此贴子已经被作者于2008-8-30 19:43:04编辑过]
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