求助以下几篇文献,谢谢!
篇号1
题名:Placing No-Arbitrage Bounds on the Value of Nonmarketable and Thinly-Traded Securities
作者:Longstaff, Francis A.
期刊全称或缩写:Advances in Futures and Options Research
年份,卷(期),起止页码:1995b,8: 203-228.
篇号2
题名:The effect of computer base trading on volatility and liquidity
作者:Amihud. Y, H. Mendelson
期刊全称或缩写:In: H.C. Lucas &
年份,卷(期),起止页码:
1989
篇号3
题名:The Benefit of Holding Cash: A Real Options Approach
作者:Cossin,Didier,and Tomas Hricko
期刊全称或缩写:
年份,卷(期),起止页码: 2004,Vo1.30,No.5.29—43
篇号4
题名: Optimal Portfolio Choice and the Valuation of Illiquid Securities,
作者:Longstaff, F.A.
期刊全称或缩写:Review of Financial Studies,
年份,卷(期),起止页码:
2001,14:407-431.
篇号5
题名:Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
作者:Brennan, M.J. and A. Subrahmanyam
期刊全称或缩写:IJournal of Financial Economics,
年份,卷(期),起止页码:1996, 41:441- 464.
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