第一篇
题目:An Empirical Analysis of Stock and Bond Market Liquidity
作者:Chordia, Tarun; Sarkar, Asani; and Subrahmanyam, Avanidhar
期刊:Review of Financial Studies 2005 18(1):85-129
第二篇
题目:Liquidity, exchange listing and common stock performance
作者:Coopu, S.K., Goth, J.C., Avera, W.E.
期刊:1985,Journal of Economics and Business 37, 19–33
第三篇
题目:Differences of opinion make a horse race
作者:Harris, M., Raviv, A.
期刊:1993,Review of Financial Studies 6, 473–506
第四篇
题目:Note on bias in the estimation of autocorrelation
作者:Kendall, M.G
期刊:1954,Biometrica 41,403–404
第五篇
题目:Local return factors and turnover in emerging stock markets
作者:Rouwenhorst, K.G.,
期刊:The Journal of Finance, Volume 54, Number 4, August 1999 , pp. 1439-1464(26)
[此贴子已经被作者于2008-10-8 12:01:26编辑过]