第一篇
题目：Measuring the Information Content of Stock Trades
作者：Hasbrouck, Joel
期刊：1991,Journal of Finance 56 ,179-207.

第二篇
题目：On persistence in mutual fund performance
作者：Carhart, M.M
期刊：1997,Journal of Finance 52, 57–82.

第三篇
题目：Momentum and post-earnings announcement drift anomalies: the role of liquidity risk
作者：Sadka, R.
期刊：2006,Journal of Financial Economics 80, 309–349

[此贴子已经被作者于2008-11-23 16:12:41编辑过]