<P>第一篇<BR>题目：Trading Volume: Definitions,Data Analysis, and Implications of Portfolio Theory<BR>作者：Lo, A., and Wang, J<BR>期刊：2000,Review of Financial Studies 13, 257–300</P>
<P>第二篇<BR>题目：The Markowitz Optimization Enigma:Is 'Optimized'Optimal<BR>作者：Michaud, R.<BR>期刊：1989,Financial Analysts Journal 45, 31–42.</P>
<P>第三篇<BR>题目：Momentum, Liquidity Risk, and Limits to Arbitrage<BR>作者：Sadka, R.<BR>期刊：2003,Unpublished working paper, Kellogg Graduate School of Management, Northwestern University</P>
<P>第四篇<BR>题目：Transaction Costs and Asset Prices: A Dynamic Equilibrium Model<BR>作者：Vayanos, D.<BR>期刊：1998,Review of Financial Studies11, 1–58<BR></P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-9-18 11:48:14编辑过]</FONT></P>