6Durnev A,Randall Morck,Bernard Yeung,Paul Zarowin.Does Greater Firm-specific Return Variation Mean More or Less Informed Stock Pricing?Journal of Accountancy,2003.
7Hou,K,Peng,L,Xiong,W.R2and momentum,2005.
8Roll。The Journal of Finance.
9Teoh,Siew Hong,Yang,Yong George,Zhang,R-square.Noise or firm-specific information?,2008.
10R Bushman,J Piotroski,AJ Smith.What determines corporate transparency?Journal of Accountancy,2004.
9Glisten, L, and P Milgrom, 1985, "Bid, Ask, and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders", Journal of Financial Economics 26, 71-100.
10Handa, P, and S Linn, 1993, "Arbitrage pricing with estimation risk", Journal of Financial Economics,81-100.
