1、The cross-autocorrelation of size-based portfolio returns is not an artifact of portfolio autocorrelation作者：Richardson, Terry  Peterson, David R
杂志： Journal of Financial Research 1999
连接：http://ideas.repec.org/a/bla/jfnres/v22y1999i1p1-13.html


2、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）
连接：http://ideas.repec.org/a/eee/empfin/v11y2004i5p709-731.html