3[1]Douglas K.Pearce,and V.Vance Roley,1985,Stock Prices and Economic News,Journal of Business,Vol.58 No.1,49-67
4[2]D.W.Wichern,R.B.Miller,and D.A.Hsu,1976,Change of vatiance in first-order autoregressive time series models with an application,Journal of the Royal Statistical Society,Series C (Applied Statistics) 25,248-256
5Dolly C J. Characteristics and procedure of common stock split-ups[J]. Harvard Business Review, 1933,11(3):316-327.
6Myers J H, Bakay A J. Influence of stock split-ups on market price[J]. Harvard Business Review, 1948,26:252-255.
7Barker C A. Effective stock splits[J]. Harvard Business Review, 1956,54(1):101-106.
8Barker C A. Stock splits in a bull market[J]. Harvard Business Review, 1957,35(3):72-79.
9Barker C A. Evaluation of stock dividends[J]. Harvard Business Review, 1958,36(4):99-114.
10Ashley J W. Stock prices and changes in earnings and dividends: Some empirical results[J]. Journal of Political Economy, 1962,70(1):82-85.
