篇号： 1

题名：Common factors in prices, order flows, and liquidity

作者：Joel Hasbrouck and Duane J. Seppi

期刊全称或缩写：Journal of Financial Economics

年份，卷（期），起止页码：Volume 59, Issue 3, March 2001, Pages 383-411

电子链接：http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-424KJF0-4&_user=10&_coverDate=03/31/2001&_alid=849881598&_rdoc=1&_fmt=high&_orig=search&_cdi=5938&_sort=d&_docanchor=&view=c&_ct=1&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=dd021e7280555ea2ec192e13f118cd99

篇号： 2

题名：An analysis of mutual fund design: the case of investing in small-cap stocks

作者：Donald B. Keim

期刊全称或缩写：Journal of Financial Economics

年份，卷（期），起止页码：Volume 51, Issue 2, February 1999, Pages 173-194

电子链接：http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-3VM0FKW-1&_user=10&_coverDate=02/28/1999&_alid=849884371&_rdoc=1&_fmt=high&_orig=search&_cdi=5938&_docanchor=&view=c&_ct=1&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=4743c0366ea5e8360175837332769a9a

篇号： 3

题名：Measuring security price performance using daily NASDAQ returns

作者：Cynthia J. Campbell and Charles E. Wesley

期刊全称或缩写：Journal of Financial Economics

年份，卷（期），起止页码：Volume 33, Issue 1, February 1993, Pages 73-92

电子链接：http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-45910BK-M&_user=10&_coverDate=02/28/1993&_alid=849886542&_rdoc=1&_fmt=high&_orig=search&_cdi=5938&_sort=d&_docanchor=&view=c&_ct=1&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=e62bf9cbe86dcfe44d3d265f8ece6eb7

篇号： 4

题名：Rational cooperation in the finitely repeated prisoners' dilemma

作者：David M. Kreps, Paul Milgrom and John Roberts, Robert Wilson

期刊全称或缩写：Journal of Economic Theory

年份，卷（期），起止页码：Volume 27, Issue 2, August 1982, Pages 245-252

电子链接：http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WJ3-4CYGCVT-10P&_user=10&_coverDate=08/31/1982&_alid=849890864&_rdoc=1&_fmt=high&_orig=search&_cdi=6867&_sort=d&_docanchor=&view=c&_ct=2&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=5ec586fa1d2e1b2f8e4bb92b06b7766d

篇号： 5

题名：Should securities markets be transparent?

作者：Ananth Madhavan, , David Porter,  and Daniel Weaver

期刊全称或缩写：Journal of Financial Markets

年份，卷（期），起止页码：Volume 8, Issue 3, August 2005, Pages 265-287

电子链接：http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VHN-4GJKTYM-1&_user=10&_coverDate=08/31/2005&_alid=849895662&_rdoc=1&_fmt=high&_orig=search&_cdi=6071&_sort=d&_docanchor=&view=c&_ct=1&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=8b401d5a58b2f23d7462a319f4cae17c