第一篇
题目:Liquidity and Market Structure
作者:Grossman, S., Miller, M.
期刊:1988,Journal of Finance 43,617-633.
第二篇
题目:Common factors in prices, order flows and liquidity
作者:Hasbrouck, J., Seppi, D.
期刊:Journal of Financial Economics ,Volume 59, Issue 3, March 2001, Pages 383-411
第三篇
题目:The Capital Asset Pricing Model and the Liquidity Effect: A Theoretical Approach
作者:Gady Jacoby , David J. Fowler ,Aron A. Gottesman
期刊:2000,Journal of Financial Markets ,69-81.
第四篇
题目:Market Liquidity and Trading Activity
作者:Tarun Chordia , Richard Roll & Avanidhar Subrahmanyam
期刊:The Journal of Finance ,Volume 56 Issue 2, Pages 501 - 530
[此贴子已经被作者于2008-9-9 22:21:43编辑过]


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