1.论文标题:
Stock returns and the weekend effect
作者:French, Kenneth R.
时间:1980
出自:
Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March
链接:
http://ideas.repec.org/a/eee/jfinec/v8y1980i1p55-69.html
2.论文标题:
Expected stock returns and volatility
作者:French, Kenneth R.
时间:1987
出自:
Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September
链接:
http://ideas.repec.org/a/eee/jfinec/v19y1987i1p3-29.html
3.论文标题:
Dividend yields and expected stock returns
作者:French, Kenneth R
时间:1988
出自:
Journal of Financial Economics, Elsevier, vol. 22(1), pages 3-25, October
链接:
http://ideas.repec.org/a/eee/jfinec/v22y1988i1p3-25.html
4.论文标题:
Stock return variances : The arrival of information and the reaction of traders
作者:French, Kenneth R
时间:1986
出自:
Journal of Financial Economics, Elsevier, vol. 17(1), pages 5-26, September
链接:
http://ideas.repec.org/a/eee/jfinec/v17y1986i1p5-26.html
5.还有一篇不是French的文献,而是凯尔(Albert S. Kyle)的,我在网上找了很久都没找到链接,郁闷!放在这里,求有这篇文献的好心人提供一下行不?跪谢了。信息如下:
论文标题:
Market structure, information, futures markets, and price formation
作者:Albert S. Kyle
时间:1984
出自:
International Agricultural Trade: Advanced Readings in Price Formation, Market Structure, and Price Instability. G. G. Storey, A. Schmitz and A. H. Sarris. Boulder, Colorado and London, Westview Press
: 45-64
链接:(偶实在找不到)
论坛币不多,哪位好心的大侠能提供一下这些文献吗?谢谢