1Brennan, Michael J. and Avanidhar Subrahmanyam, 1995, investment analysis and price formation in securities markets, Journal of Financial Economics 38 (1995), 361- 381. 被引量:1
2Brockman, Paul and Dennis Y. Chung, 2002, investor protection and firm liquidity, Journal of Finance, forthcoming. 被引量:1
3Easley, David, Soeren Hvidkjaer and Maureen O'Hara, 2002, Is information risk a determinant of asset returns? The Journal of Finance, October 2002, 2185 - 2221. 被引量:1
4Hasbrouck, Joel, 1991, Measuring the information content of stock trades, The Journal of Finance, March 1991, 179-207. 被引量:1
5Huang, Roger D. and Hans R. Stoll, 1997, The components of the bid - ask spread: a general approach, The Review of Financial Studies, Winter 1997, 995- 1034. 被引量:1
6Kyle, A, 1985, Continuous auctions and insider trading, Econometrica 53, 1315- 1336. 被引量:1
7La Porta, Rafael, Florencio Lopez - de - Silanes, Andrei Shleifer and Robert Vishny, 2002,.The Journal of Finance, June 2002, 1147 - 1169. 被引量:1
8Leuz, Christian, Dhananjay Nanda and Peter D. Wysocki, 2002, Earning management and investor protection: an international comparison, Journal of Financial Economics, forthcoming. 被引量:1
9Shleifer, Andrei and Daniel Wolfenzon, 2002, Investor protection and equity markets, Journal of Financial Economics 66(2002), 3 - 27. 被引量:1
10Stoll, Hans R , 1999, Friction, Journal of Finance, August 2000, 1479 - 1514. 被引量:1