第一篇
题目：An Empirical Analysis of Stock and Bond Market Liquidity
作者：Chordia, Tarun; Sarkar, Asani; and Subrahmanyam, Avanidhar
期刊：Review of Financial Studies 2005 18(1):85-129

第二篇
题目：Liquidity, exchange listing and common stock performance
作者：Coopu, S.K., Goth, J.C., Avera, W.E.
期刊：1985,Journal of Economics and Business 37, 19–33

第三篇
题目：Differences of opinion make a horse race
作者：Harris, M., Raviv, A.
期刊：1993,Review of Financial Studies 6, 473–506

第四篇
题目：Note on bias in the estimation of autocorrelation
作者：Kendall, M.G
期刊：1954,Biometrica 41,403–404

第五篇
题目：Local return factors and turnover in emerging stock markets
作者：Rouwenhorst, K.G.,
期刊：The Journal of Finance, Volume 54, Number 4, August 1999 , pp. 1439-1464(26)

[此贴子已经被作者于2008-10-8 12:01:26编辑过]