1De Long J. Bradford,Andrei Shleifer,Lawrence H.Summers and Robert J.Waldmann. The survial of noise traders in financial market [J].Joumal of Finance, 1991,(1):16-18 .
2M.Statman. Foreign stocks in behavioral portfolios[J].Financial Analysis. 1999,(3):12-16.
3Shefrin and Statman,Behavioral portfolio theory.Journal of Financial and Quantitative Analysis,2000,(2):67-69.
4Thaler,The end of behavioral finance. Financial Analysis Journal, 1999,(4):32-36 .
5Avery and Zemsky.Behavior in financial markets[J].American Economic Review. 1998,(9):78-82.
6Fama. Market efficiency,long-term returns and behavioral finance [J]Joumal of Financial Economics. 1998,(49):93-99 .
1[1]Black F. Toward a fully automated stock exchange: Part I[J]. Financial Analysis Journal, 1971,27: 28-35.
2[2]Bushman R, Dutta S, Hughes J, Indjejikian R. Earnings announcements and market depth[J]. Contemporary Accounting Research, 1997.14(1):43-68.
3[3]Engle R F, Lange J. Predicting VNET: a model of the dynamics of market depth[J]. Journal of Financial Markets, 2001, 4(2): 113-142.
4[4]Goldstein M, Kavajecz K. Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE[J]. Journal of Financial Economics, 2000,56:125-149.
5[5]Kempf A, Korn Q. Market depth and order size[J]. Journal of Financial Markets, 1999,2:29-48.
6[6]Kyle A. Continuous auctions and insider trading[J]. Econometrica, 1985, 53(6): 1315-1335.
7[7]Back K, Pedersen H. Long-lived information and intraday patterns[J]. Journal of Financial Markets, 1998,1(3): 385-402.
8[8]Ahn H, Cheung Y. The intraday patterns of the spread and depth in a market without market makers: the stock exchange of Hong Kong[J], Pacific-Badin Finance Journal, 1999,7:539-556.
9Bondt, D. and R. H. Thaler(1985): "Does dle Stock Market Over - react - react?"Journal of Finance, 40, PP. 793-805.
10Kahneman, D. Hirshleifer and A. Subrdxnmyan (1998): "hlvestor Psychology and security Market under - and Overreac - tion."Journal of Finance,53,PP. 1836 - 1934.