[1]

题目：Multivariate tests of financial models: A new approach

作者：Michael R. Gibbons

期刊：Journal of Financial Economics
   ，Volume 10, Issue 1, March 1982, Pages 3-27

链接：

http://www.sciencedirect.com/science/article/B6VBX-45MFS80-R/2/f1f635e0e955604721f38704e1b39a7d

 

 

 

[2]

题目：Testing asset pricing models with changing expectations and an unobservable market portfolio

作者：Michael R. Gibbons ，Wayne Ferson

期刊：Journal of Financial Economics
   ，Volume 14, Issue 2, June 1985, Pages 217-236

链接：

http://www.sciencedirect.com/science/article/B6VBX-45KNKP7-25/2/75bbce1e0635fc2812a6427478110c6e

 

 

 

[3]

题目：Expected utility with purely subjective non-additive probabilities

作者：Itzhak Gilboa

期刊：Journal of Mathematical Economics
   ，Volume 16, Issue 1, 1987, Pages 65-88

链接：

http://www.sciencedirect.com/science/article/B6VBY-4582D7G-1S/2/bc1be5dcca31ec8dd3e95ec6ca91e546

 

 

 

[4]

题目：Maxmin expected utility with non-unique prior

作者：Itzhak Gilboa ，David Schmeidler

期刊：Journal of Mathematical Economics
   ，Volume 18, Issue 2, 1989, Pages 141-153

链接：

http://www.sciencedirect.com/science/article/B6VBY-4582D7Y-1W/2/eba21cf3548fc796bbf94d33ae7d45c7

 

 

 

[5]

题目：Estimating the components of the bid/ask spread

作者：Lawrence R. Glosten，Lawrence E. Harris

期刊：Journal of Financial Economics
   ，Volume 21, Issue 1, May 1988, Pages 123-142

链接：

http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-45BCN6D-15&_user=1021771&_coverDate=05%2F31%2F1988&_rdoc=7&_fmt=summary&_orig=browse&_srch=doc-info(%23toc%235938%231988%23999789998%23290022%23FLP%23display%23Volume)&_cdi=5938&_sort=d&_docanchor=&_ct=8&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=ad593cc8c2226a4e8d592f18c951be4a

 

 

 

[6]

题目：Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

作者：Lawrence R. Glosten，Paul R. Milgrom

期刊：Journal of Financial Economics
   ，Volume 14, Issue 1, March 1985, Pages 71-100

链接：http://www.sciencedirect.com/science/article/B6VBX-45MFS6V-5/2/2779b34247ff1359578f29e67d1bf867

[此贴子已经被作者于2008-3-12 17:48:30编辑过]