1、
  Causes of cross-autocorrelation in security returns: Transaction costs versus information quality 作者：
Terry L. Richardson and David R. Peterson
杂志:：Journal of Economics and Finance  1997（11）29-39
链接：http://www.springerlink.com/content/8t38638651220726/
2、Liquidity Dynamics and Cross-Autocorrelations
作者：Tarun Chordia Asani Sarkar Avanidhar Subrahmanyam


杂志：working paper
链接：http://papers.ssrn.com/sol3/papers.cfm?abstract_id=676228