3E. Fama. Efficient Capital Markets: A Review of Theory and Empirical Work [ J ]. Journal of Finance, 1970, 25 (2) : 283 - 417.
4Stoll, H.R. & Whaley, R.E.. The dynamics of stock index and stock index futures returns [ J ]. Journal of Financial and Quantitative Analysis, 1990, 25:441 -468.