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2 "한국증권시장에서의 하루 중 수익률과 거래량에 관한 기술적 분석" (5) : 1-47, 1992
3 "한국주식시장에서의 거래량정보효과에 관한연구" 13 : 37-68, 1997
4 "주가지수와 주가지수선물 관계의 일중 자료분석" 27 : 101-132, 2000
5 "주가변동성과 거래량의 점심시간과 폐장시간 효과에 관한 고찰" 2002
6 "정보와 주가변동성: 한국증권시장에 대한 실증연구" 32 (32): 141-163, 2003
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10 Grundy,B.D.,and M. McNicholas, "Trade and Revelation of Information through Prices and Direct Disclosure" (2) : 495-526, 1989
1 "한국증권시장의 미시구조와 주가변동성의 원천에 관한 연구" 20 : 233-271, 1997
2 "한국증권시장에서의 하루 중 수익률과 거래량에 관한 기술적 분석" (5) : 1-47, 1992
3 "한국주식시장에서의 거래량정보효과에 관한연구" 13 : 37-68, 1997
4 "주가지수와 주가지수선물 관계의 일중 자료분석" 27 : 101-132, 2000
5 "주가변동성과 거래량의 점심시간과 폐장시간 효과에 관한 고찰" 2002
6 "정보와 주가변동성: 한국증권시장에 대한 실증연구" 32 (32): 141-163, 2003
7 Schwert,G. W, "Why does stock market volatility change over time?" (44) : 115-53, 1989
8 Culter,D.M.,J.M Poterba, "What moves stock prices?" (1) : 4-12, 1989
9 Kim,O.,and Verrecchia,R, "Trading volume and price reaction to public announcements" (29) : 302-321, 1991
10 Grundy,B.D.,and M. McNicholas, "Trade and Revelation of Information through Prices and Direct Disclosure" (2) : 495-526, 1989
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34 Penman,Stephen H, ""The distribution of earnings news over time and seasonality:The case of stock returns" 199-228, 1987
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