4Johnson S,La Porta R,Lopez-De-Silanes F,et al.Tunnelling. The American Economist . 2000 被引量:6
5Gan Q,Johnstone D J,Wei W C.Cluster PIN:a new estimation method for the probability of informed trading. . 2013 被引量:1
6Bagehot W.The only game in town. Financial Analysts Journal . 1971 被引量:2
7Kyle AS.Continuous auctions and insider trading. Econometrica . 1985 被引量:2
8Foster FD,Viswanathan S.A theory of the intraday variations in Volume, variance and trading costs in securities markets. Review of Finance . 1990 被引量:1
9DAVID EASLEY,NICHOLAS M. KIEFER,MAUREEN O’HARA,JOSEPH B. PAPERMAN.Liquidity, Information , and Infrequently Traded Stocks. The Journal of Finance . 1996 被引量:1
10Dennis,P.J,J.P.Weston."Who’’s Informed?An Analysis of Stock Ownership and Informed Trading". SSRN Working Paper . 2001 被引量:1