1、
       Volume and Autocovariances in Short-Horizon Individual Security Returns作者：Conrad, Jennifer S  Hameed, Allaudeen Niden, Cathy

杂志：journal of finance 1994(4) 1305-1329
链接：http://links.jstor.org/sici?sici ... %3E2.0.CO%3B2-O&;origin=repec

2、Components of short-horizon individual security returns
作者：Conrad, Jennifer  Kaul, Gautam Nimalendran, M.

杂志：journal of financial economics 1991(2) 365-384
链接：http://www.sciencedirect.com/science/article/B6VBX-458X2C6-18/2/ecb1d7f641abbde32a7696cdea1346f5