文献名:Imperfect information and cross-autocorrelation among stock prices
作者:Chan, Kalok
杂志:Journal of Finance, 1993, vol. 48, issue 4, pages 1211-30
链接:http://links.jstor.org/sici?sici ... %3E2.0.CO%3B2-P&;origin=repec
2、“The dynamics of discrete bid and ask quotes
作者:Hasbrouck, J
杂志:Journal of Finance,1999,54 2109-2142
链接: http://www.blackwell-synergy.com ... nt?func=synergy&;synergyAction=showTOC&journalCode=jofi&volume=54&issue=6&year=1999&part=null