1、The price adjustment and lead-lag relations between stock returns: microstructure evidence from the Taiwan stock market
作者：Chiao, Chaoshin Hung, Ken Lee, Cheng F.
杂志： Journal of Empirical Finance 2004（11）709-731

链接：http://www.sciencedirect.com/science/article/B6VFG-4BYK424-1/2/94838d4b37f1f9d8a6872f1bfdd780d6