第一篇
Title：An operational measure of liquidity
Author：Lippman, S.A., McCall, J.J
From: American Economic Review 76, 43–55,1986
第二篇
Title：Measuring treasury market liquidity
Author：LFleming, M.J
From: Federal Reserve Bank of New York Economic Policy Review 9, 83–108，2003
第三篇
Title：Market liquidity and trading activity
Author：Chordia, T., Roll, R., Subrahmanyam, A.
From: Journal of Finance 56, 501–530，2001

[此贴子已经被作者于2008-8-26 15:16:34编辑过]