1French, K.R., Roll, R.Stock Return Variances: The Arrival of Information and the Reaction of Traders[J].Journal of Financial Economics, 1986,17(3). 被引量：1
2Kaul, G., Nimalendran, M.Price Reversals: Bid-ask Errors or Market Overreaction? [J].Journal of Financial Economics,1990,28(2). 被引量：1
3Lo, A.W., MacKinlay, A.C.Stock Market Prices do not Follow Random walk: Evidence from a Simple Specification Test[J].Review of Financial Studies,1988, (1). 被引量：1
4Shiller, R.J.Do Stock Prices Move too Much to be Justified By Subsequent Changes in Dividends? [J].American Economic Review,1981,71(5). 被引量：1
