1、The Predictability of Short-Horizon Stock Returns

作者：Bryan Mase

杂志：European Finance Review 1999 3(2):161-173

链接：http://rof.oxfordjournals.org/cgi/content/short/3/2/161

2、

The Cross-Autocorrelation of Size-based Portfolio  Returns is Not an Artifact of Portfolio Autocorrelation 

  作者:Terry Richardson  David R. Peterson 

  杂志：Journal of Financial Research 1999(22), 11-25

  链接：http://papers.ssrn.com/sol3/papers.cfm?abstract_id=127108
 

[此贴子已经被作者于2009-4-14 16:30:25编辑过]