第一篇
题目：Endogenous liquidity in asset markets
作者：Eisfeldt, A.L.
期刊：2004,Journal of Finance 59, 1–30.

第二篇
题目：The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
作者：Dimson, E., Hanke, B
期刊：Review of Finance, Vol. 8, No. 1, pp. 19-47, 2004

第三篇
题目：Adverse selection and the required return
作者：Gaˆ rleanu, N., Pedersen, L.H.
期刊：2004,Review of Financial Studies 17 (3), 643–665

第四篇
题目：Systematic Liquidity
作者：Huberman, G., Halka, D
期刊：Journal of Financial Research,2001,24(2):161-178

[此贴子已经被作者于2008-10-21 23:07:54编辑过]