<p class="MsoPlainText" style="MARGIN: 0cm 0cm 0pt;"><span style="; mso-hansi-font-family: 宋体; mso-bidi-font-family: &quot;Times New Roman&quot;; mso-font-kerning: 0pt;"><font face="宋体"></font></span></p><p class="MsoPlainText" style="MARGIN: 0cm 0cm 0pt;"><span style="; mso-hansi-font-family: 宋体; mso-bidi-font-family: &quot;Times New Roman&quot;; mso-font-kerning: 0pt;"><font face="宋体">【<span lang="EN-US">1</span>】、<span lang="EN-US">Diltz J D, Kim S. The relationship between stock and option price changes [J]. The Financial Review, 1996, 31: 499</span>～<span lang="EN-US">519.<p></p></span></font></span></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p class="MsoPlainText" style="MARGIN: 0cm 0cm 0pt;"><span style="; mso-hansi-font-family: 宋体; mso-bidi-font-family: &quot;Times New Roman&quot;; mso-font-kerning: 0pt;"><font face="宋体">【<span lang="EN-US">2</span>】、<span lang="EN-US">Easley D,O</span>’<span lang="EN-US">Hara M , Srinvas P S. Option volume and stock prices: evidence on where info rmed traders trade[J]. The Journal of Finance, 1998, 53:431</span>～<span lang="EN-US">465.<p></p></span></font></span></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p class="MsoPlainText" style="MARGIN: 0cm 0cm 0pt;"><span style="; mso-hansi-font-family: 宋体; mso-bidi-font-family: &quot;Times New Roman&quot;; mso-font-kerning: 0pt;"><font face="宋体"></font></span></p><p class="MsoPlainText" style="MARGIN: 0cm 0cm 0pt;"><span style="; mso-hansi-font-family: 宋体; mso-bidi-font-family: &quot;Times New Roman&quot;; mso-font-kerning: 0pt;"><font face="宋体">【<span lang="EN-US">3</span>】、<span lang="EN-US">Detemp le J , Selden L. A general equilibrium analysis of option and stock market interact ions [J]. International Economic Review , 1991, 32: 279</span>～<span lang="EN-US">303.<p></p></span></font></span></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p class="MsoPlainText" style="MARGIN: 0cm 0cm 0pt;"><span style="; mso-hansi-font-family: 宋体; mso-bidi-font-family: &quot;Times New Roman&quot;; mso-font-kerning: 0pt;"><font face="宋体">【<span lang="EN-US">4</span>】、<span lang="EN-US">Back K. A symmetric information and options [J].Review of Financial Studies, 1993, 6: 435</span>～<span lang="EN-US">472.<p></p></span></font></span></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p class="MsoPlainText" style="MARGIN: 0cm 0cm 0pt;"><span style="; mso-hansi-font-family: 宋体; mso-bidi-font-family: &quot;Times New Roman&quot;; mso-font-kerning: 0pt;"><font face="宋体">【<span lang="EN-US">5</span>】、<span lang="EN-US">Cherian J A , Jarrow R A. Options markets, selffulfilling prophecies, and implied volat ilities [J]. Review of Derivatives Research, 1998, 2: 5</span>～<span lang="EN-US">37.<p></p></span></font></span></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p>

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