“沪港通”交叉上市公司股票价格发现与联动性研究
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[15]Wang， S.， Jiang， L. Location of trade， ownership restrictions， and market illiquidity： Examining Chinese A- and H-shares[J].Journal of Banking and Finance， 2004(28)：1273-1297., http://www.100md.com(李媛)
[11]Harris， F.， McInish， T.， Shoesmith， G.， Wood， R. Cointegration， error correction， and price discovery on three informationally-linked security markets[J].Journal of Financial and Quantitative Analysis，1995(30)： 563-579.
[12]Harris， F.， McInish， T.， Wood， R. Security price adjustment across exchanges： an investigation of common factor components for Dow stocks[J].Journal of Financial Markets，2002(5)： 341-348.
[13]Hasbrouck， J. One security， many markets： determining the contributions to price discovery[J].Journal of Finance，1995(50)：1175-1199.
[14]Su， Q.， Chong， T. Determining the contributions to price discovery for Chinese cross-listed stocks[J].Pacific-Basin Finance Journal，2007(15)： 140-153.
[15]Wang， S.， Jiang， L. Location of trade， ownership restrictions， and market illiquidity： Examining Chinese A- and H-shares[J].Journal of Banking and Finance， 2004(28)：1273-1297., http://www.100md.com(李媛)