第一篇
题目：Commonality under market stress: Evidence from an order-driven market
作者：Brockman, Paul. Chung, Dennis Y.
期刊：2008,International Review of Economics & Finance17,179-196

第二篇
题目：Index inclusion and commonality in liquidity: Evidence from the Stock Exchange of Hong Kong
作者：Brockman, Paul . Chung, Dennis Y.
期刊：2006,International Review of Financial Analysis 15,291-305

[此贴子已经被作者于2008-12-29 22:06:34编辑过]