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同被引文献6
1Amihud,Yakov, Haim Mendelson. Volatility, efficiency, and trading:Evidence from the Japanese stock market[J]. Journal of Finance, 1987(46) :1765-1789.
2Stoll,Hans R., Robert E. et al. Stock market structure and volatility[J]. Review of Financial studies,1990(3): 37-71.
3Amihud. Y.,H. Mendelson, M. Murgia. Stock Market Microstructure and Return Volatility[J]. Journal of Banking and Finance, 1990(14) :423-440.
4French, K.. Trading Mechanisms, Value-Discovery : A Comment[J]. Carnegie-Rochester Conference Series on Public Policy, 1991 (34) : 131-134.
5Masulis. R.,V. Ng. Overnight and Daytime Stock Return Dynamics on the London Stock Exchange, working paper,Vanderbilt University and University of Michigan, 1992.
