第一篇
题目：The Pricing of Systematic Liquidity Risk in Stock Markets
作者：Jose Luis Miralles Marcelo
期刊：Notas Económicas, 2004, issue 20, pages 162-176

第二篇
题目：Liquidity risk theory and coherent measures of risk
作者：Carlo Acerbi;Giacomo Scandolo
期刊：Quantitative Finance,2008,7,Pages: 681-692