1、题名：<font face="宋体" size="2"><strong>Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment</strong><br/>&nbsp;</font><p>作者： <font face="宋体" size="2">Anand M. Vijh</font></p><p>期刊全称或缩写：<font face="宋体" size="2"><em>The Journal of Finance</em>, </font></p><p>年份，卷（期），<font size="2"><font face="宋体">Vol. 43, No. 4 (Sep., 1988), </font></font></p><p><font face="宋体" size="2">起止页码：pp. 1049-1055</font></p><p>链接：<a href="http://links.jstor.org/sici?sici=0022-1082(198809)43%3A4%3C1049%3APBFUOT%3E2.0.CO%3B2-Z">http://links.jstor.org/sici?sici=0022-1082(198809)43%3A4%3C1049%3APBFUOT%3E2.0.CO%3B2-Z</a></p><p>2、题名：<font face="宋体" size="2">forecasting Economic Time Series</font></p><p>作者：&nbsp;<font face="宋体" size="2"><strong><br/>&nbsp;&nbsp;&nbsp;</strong>granger. C. W. AND P.NEWBOLD <br/></font></p><p>期刊全称或缩写：<em>Econometric Theory</em>, </p><p>年份，卷（期），<font size="2"><font face="宋体">Vol. 16, No. 3 (Jun., 2000),</font></font></p><p><font face="宋体" size="2">起止页码： pp. 441-450</font></p><p>链接：<a href="http://links.jstor.org/sici?sici=0266-4666(200006)16%3A3%3C441%3AFETS%3E2.0.CO%3B2-Y">http://links.jstor.org/sici?sici=0266-4666(200006)16%3A3%3C441%3AFETS%3E2.0.CO%3B2-Y</a><a href="http://www.sciencedirect.com/science/article/B6VBX-45MFS8J-12/2/495757af5e9c0fc71fcfc25a499378e9" target="_blank"><font color="#000000"></font></a></p><p>3、题名：<font face="宋体" size="2"><strong>Why Option Prices Lag Stock Prices: A Trading-Based Explanation</strong><br/>&nbsp;&nbsp;</font></p><p>作者：&nbsp;<font face="宋体" size="2"><strong><br/>&nbsp;&nbsp;&nbsp;</strong>Kalok Chan, Y. Peter Chung, Herb Johnson</font></p><p>期刊全称或缩写：<font face="宋体" color="#000000" size="2"><em>The Journal of Finance</em>, </font></p><p>年份，卷（期），<span lang="EN-US" style="; COLOR: red; mso-font-kerning: 0pt;"><font face="宋体" color="#000000" size="2">Vol. 48, No. 5 (Dec., 1993), </font></span></p><p><font face="宋体" size="2">起止页码： pp. 1957-1967</font></p><p>链接：<a href="http://links.jstor.org/sici?sici=0022-1082(199312)48%3A5%3C1957%3AWOPLSP%3E2.0.CO%3B2-T">http://links.jstor.org/sici?sici=0022-1082(199312)48%3A5%3C1957%3AWOPLSP%3E2.0.CO%3B2-T</a></p><p>4、题名：<font face="Arial" size="2">A theory of interday patterns: Volume and price variability</font></p><p>作者：&nbsp;<font face="宋体" size="2"><strong><br/>&nbsp;&nbsp;&nbsp;</strong><strong>Admati, Anat R., and Paul Pfleiderer</strong><br/><br/></font></p><p>期刊全称或缩写：The Review of Financial Studies</p><p>年份，卷（期），<font size="2"><font face="宋体"><span lang="EN-US" style="; COLOR: red; mso-font-kerning: 0pt;"><font face="Times New Roman"><font color="#000000">Vol. 1, No. 1 (spring., 1988), </font></font></span></font></font></p><p><font face="宋体"><span lang="EN-US" style="; COLOR: red; mso-font-kerning: 0pt;"></span></font><font face="宋体" size="2">起止页码：<font face="Times New Roman">pp. 3-40</font></font></p><p>链接：<a href="http://links.jstor.org/sici?sici=0893-9454(198821)1%3A1%3C3%3AATOIPV%3E2.0.CO%3B2-D">http://links.jstor.org/sici?sici=0893-9454(198821)1%3A1%3C3%3AATOIPV%3E2.0.CO%3B2-D</a></p>

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