4Amihud, Y. and H. Mendelson, 1991, Liquidity, Maturity, and the Yields on US Treasury Securities, The Journal of Finance 46, 1411 -1425.
5Boudoukh, J. and R. F. Whitelaw, 1991, The Benchmark Effect in the Japanese Government Bond Market, The Journal of Fixed Income September, 52 -59.
6Brenner, M, R. Eldor, and S. Hauser, 2001, The Price of Options Illiquidity, Journal of Finance 56,789 -805.
7Chen, Zhiwu, and Peng Xiong, 2001, "The Illiquidity Discount in China", International Center for Financial Research,Yale University.
8Grossman, S. and G. Laroque, 1990, Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods, Econometrica 58, 25 - 52.
9Huang, M, 1998, Liquidity Shocks and Equilibrium Liquidity Premia, Working Paper, Stanford University.
10Kamara, A, 1994, Liquidity, Taxes, and Short -Term Treasury Yields, Journal of Financial and Quantitative Analysis 29,403 - 417.
