<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">[1]</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Information, trading, and volatility</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Charles M. Jones, Gautam Kaul</FONT><A name=m4.bcor*></A><FONT face="Times New Roman">,and Marc L. Lipson</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊：</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/0304405X"><B><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Financial Economics</FONT></SPAN></B></A><FONT face="Times New Roman"> ,</FONT><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235938%231994%23999639998%23305983%23FLP%23&amp;_cdi=5938&amp;_pubType=J&amp;_auth=y&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=ef9ecf7852e73be5dc18a6ee730eb07f"><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Volume 36, Issue 1</FONT></SPAN></A><FONT face="Times New Roman">, August 1994, Pages 127-154</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science/article/B6VBX-45MFPNY-7/2/4fb18aab2666f4d83ae772c10e7a0b13</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">[2]</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">The generic existence of rational expectations equilibrium in the higher dimensional case</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">J. <PLACE wst="on"></PLACE>S. Jordan<PLACE></PLACE></FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊：</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/00220531"><B><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Economic Theory</FONT></SPAN></B></A><FONT face="Times New Roman"> ,</FONT><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%236867%231982%23999739997%23512518%23FLA%23&amp;_cdi=6867&amp;_pubType=J&amp;_auth=y&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=39e0e748b6aa00ee0a00f24311c998b2"><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Volume 26, Issue 2</FONT></SPAN></A><FONT face="Times New Roman">, April 1982, Pages 224-243</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science/article/B6WJ3-4CYG9X5-C3/2/657a7942e70d0e012cbcde6ceb1bb375</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">[3]</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目：</SPAN><SPAN lang=EN-US><A href="http://ideas.repec.org/p/fth/inseep/9514.html" target=_blank><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Arbitrage in Securities Markets with Short Sales Constraints</FONT></SPAN></A></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Joini, E. &amp; Kallal, H.. 1995</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊：</SPAN><FONT face="Times New Roman"><B><SPAN lang=EN-US>Mathematical Finance,</SPAN></B><SPAN lang=EN-US>Volume 5 Issue 3 Page 197-232, July 1995 </SPAN></FONT></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9965.1995.tb00065.x?journalCode=mafi</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">[4]</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Moral hazard, imperfect risk-sharing, and the behavior of asset returns</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">James A. Kahn</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊：</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/03043932"><B><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Monetary Economics</FONT></SPAN></B></A><FONT face="Times New Roman"> ,</FONT><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235937%231990%23999739998%23291527%23FLP%23&amp;_cdi=5937&amp;_pubType=J&amp;_auth=y&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=f96e0a250b8938fc3d6a50b252343780"><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Volume 26, Issue 1</FONT></SPAN></A><FONT face="Times New Roman">, August 1990, Pages 27-44</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman"><A href="http://www.sciencedirect.com/science/article/B6VBW-45D0KPD-X/2/48fcdfefb79a31d7a5f36b07e49cc81c">http://www.sciencedirect.com/science/article/B6VBW-45D0KPD-X/2/48fcdfefb79a31d7a5f36b07e49cc81c</A></FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">[5]</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">题目：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">On correlations and inferences about mean-variance efficiency</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">作者：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">Shmuel Kandel and Robert F. Stambaugh</FONT></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman'">期刊：</SPAN><SPAN lang=EN-US><A href="http://www.sciencedirect.com/science/journal/0304405X"><B><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Journal of Financial Economics</FONT></SPAN></B></A><FONT face="Times New Roman"> ,</FONT><A href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235938%231987%23999819998%23312383%23FLP%23&amp;_cdi=5938&amp;_pubType=J&amp;_auth=y&amp;_acct=C000050170&amp;_version=1&amp;_urlVersion=0&amp;_userid=1021771&amp;md5=5c6fdc6a8e922a6af5daad4e1b593f0c"><SPAN style="COLOR: windowtext; TEXT-DECORATION: none; text-underline: none"><FONT face="Times New Roman">Volume 18, Issue 1</FONT></SPAN></A><FONT face="Times New Roman">, March 1987, Pages 61-90</FONT></SPAN></P>
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<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt"><SPAN lang=EN-US><FONT face="Times New Roman">http://www.sciencedirect.com/science/article/B6VBX-45R2HV6-6/2/e49201fc656d212042003c6798edcc8b</FONT></SPAN></P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-3-28 15:28:29编辑过]</FONT></P>