4Amihud, Y. and Mendelson, H. Liquidity, maturity and the yields on U.S[J]. Treasury securities. Journal of Finance, 1991,(4) :1411 - 1425.
5Massimb and Phelps. Electronic Trading, Market Structure and Liquidity[J]. FAJ, 1994.
6Glen, J. A Introduction to the Microstructure of Emerging Market [D]. International Finance Corporation Discussion Paper No. 2Washington D. C. IFC, 1994.
7Shen, P. and Start, R. M. Market-makers' supply and pricing of financial market liquidity[D]. Economics Letters 1, 2002.
8Chan, H. W.-H. and Pinder, S. M. The value of liquidity: Evidence from the derivatives market [ J ]. Pacific - Basin Finance Journal, 2000, (8) :483 - 503.
9Elyasiani, E., Hauser, S. and Lauterbach, B. Market response to liquidity improvements: Evidence from exchange listings[J]. The Financial Review, 2000, (41): 1 - 14.
10Fernandez, F. A. Liquidity risk[D]. SIA Working Paper, 1999.