1、Nonsynchronous Security Trading and Market Index Autocorrelation
作者:Atchison, Michael D Butler, Kirt C Simonds, Richard R
杂志:Journal of Finance 1987 42(1): 111–118
链接:http://links.jstor.org/sici?sici=0022-1082%28198703%2942%3A1%3C111%3ANSTAMI%3E2.0.CO%3B2-Y&origin=repec
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