8Bachelier, L. , 1900. "Theorie de la speculation. Annales de l'Ecole normale Superieure",[M] 3rd series, 17, P21--86. Trans. by A.J. Boness in The Random Character of Stock Market Prices, ed. P.H.Cootner, Cambridge, Mass. : MIT Press, 1967.
9Barberis, N. , Shleifer, A. and Vishny, R. , 1998. "A model of investor sentiment", [J] Journal of Financial Economics 49, P307-- 343.
10Chan, L. K. , Jegadeesh, N. and Lakonishok, J. , 1996. "Momentum strategies", [J] Journal of Finance 51, P1681-- 1713.