共 65 条
[31]
The dynamics of institutional and individual trading
[J].
JOURNAL OF FINANCE,
2003, 58 (06)
:2285-2320
[32]
Grinblatt M, 1995, AM ECON REV, V85, P1088
[33]
Han B., 2008, Retail Clienteles and the Idiosyncratic Volatility Puzzle
[34]
MEASURING THE INFORMATION-CONTENT OF STOCK TRADES
[J].
JOURNAL OF FINANCE,
1991, 46 (01)
:179-207
[38]
HODRICK LS, 2007, LIQUIDITY CONSIDERAT