5Bruce C.N. Greenwald,Judd Kahn,Paul D.Sonkin anti Michael Van Biema. Value Investing: From Graham to Buffett and Beyond [M].New York: John Wiley & Sons, lnc.,2001:3.
5Gao Y. and Tse Y. K. , 2001, Capital Control, Market Segmentation and Cross-border Flow of Information: Some Empirical Evidence from the Chinese Stock Market, SSRN Working paper( http ://ssrn. com/abstract = 283791 ).
6Sun Q. and Tong W. H. S. , 2000, The Effect of Market Segmentation on Stock Prices: the China Syndrome, Journal of Banking & Finance, 24, 1875 - 1902.
7Amihud Y. and H. Mendelson, 1989, The Effects of Beta, Bid-Ask Spread, Residual Risk and Size on Stock Returns, Journal of Finance, 44, 479 - 486.
8Amihud Y. and H. Mendelson, 1991, Liquidity Maturity and the Yields on US Treasury Securities, Journal of Finance, 46, 1411 - 1425.
9Amihud Y. , 2002, Illiquidity and Stock Returns: Cross-section and Time-series Effects, Journal of Financial Markets, 5, 31 -56.
10Bailey W. , Y. Chung and J. Kang, 1999, Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand For Cross-border Investments? Journal of Financial and Quantitative Analysis, 34, No. 4, 489 - 511.
