1Chakravarty S, Sarkar A, Wu L. Information As Ymmetry, Market Segmentation and the Pricing of Cross-Listed Shares:Theory and Evidence from Chinese A and B Shares[J].Journal of International Financial Markets, Institutions and Money,1998,(8). 被引量：1
2Chui A C W, Kwok C C Y.Cross-autocorrelation between A Shares and B Shares in the Chinese Stock Market [J].Journal of Financial Research,1998,21(3). 被引量：1
4Chan K, Albert J M, Yang Z S.Domestic Investors more Informed than Foreign Investors?[J].Journal of Finance,2008,63(1). 被引量：1
5Amihud Y, Mendelson H.Asset Pricing and the Bid-ask Spread [J].Journal of Financial Economics,1986,17(2). 被引量：1
6Poon W P H, Firth M, Fung H G.Asset Pricing in Segmented Capital Markets: Preliminary Evidence from China-domiciled companies[J].Pacific Basin Finance Journal,1998,(6). 被引量：1
7Chen G M, Lee B S, Rui O.Foreign Ownership Restrictions and Market Segmentation in China's Stock Markets [J].Journal of Financial Research,2001,24(1). 被引量：1
8Mei J P, Jose A S, Xiong W.Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia[C].Working paper,2003. 被引量：1
9Bailey W, Jagtiani J. Foreign Ownership Restrictions and Stock Prices in the Thai Capital Market [J].Journal of Financial Economics,1994,(36). 被引量：1
10Ma X G. Capital Controls, Market Segmentation and Stock Prices:Evidence from the Chinese Stock Market [J].The Pacific-Basin Finance Journal,1996,(4). 被引量：1
6Boo sjoo and .lianhna Zhang, 2000, Market Segmentation and Information Diffusion in China's Stock Markets, Journal of Multinational Financial Management, 10: 421-38. 被引量：1
7Chakravarty S., A. Sarkar and L. F. Wu, 1998, Information Asyrranetry, Market Segmentation and Pricing of Cross-listed Shares: Theory and Evidence from Chinese A and B shares, working paper, Purdue University. 被引量：1
8Chen G. M., Bong-Soo Lee and Oliver Rui, 2001, Foreign Ownership Restrictions and Market Segmentation in China's Stock Markets, Journal of Financial Research, 24(1) : 133-155. 被引量：1
9Chui A.C.W. and C. C. Y. Kwok, 1998, Cross-autocorrelation between A shares and B Shares in the Chinese Stock Market, Journal of Financial Research, 21: 333-53. 被引量：1
10Fama, E. F. and K. R. French, 1993, Common Risk Factors in the Returns on Stocks and Bonds, Journal of Financial Economics, 33, 3-56. 被引量：1
5Barberis N, Shleifer A, Vishny R. A Model of Investor Sentiment[J]. Journal of Financial Economics, 1998,49(3): 307-343. 被引量：1
6Baker M, Wurgler J. Investor Sentiment in the Stock Market[J]. Journal of Economic Perspectives, 2007, 2(21) : 129-151. 被引量：1
7Baker M, Wurgler J. Investor Sentiment and the Cross-section of Stock Returns[J]. Journal of Finance, 2006, 61(4): 1645-1680. 被引量：1
8Anderson T W. An Introduction to Multivari- ate Statistical Analysis[M]. New York: John Wiley and Sons, 1984. 被引量：1
9Jegadeesh N, Titman S. Returns to Buying Winners and Selling Losers: Implications for Stocks Market Efficiency[J]. Journal of Finance, 1993, 48: 65- 91. 被引量：1
