2[2]Fama,Eugene. The behavior of stock market prices[J] .Journal of business, 1965,38:34- 106.
3[3]Fama,Eugene. Efficient capital markets:A review of theory and empirical work[J] .Journal of Finance, 1970,2.
4[4]Pettit,R.R. Dividend announcements, security performance, and capital market efficency[J].Journal of Finance,1972,27.
5[5]Foster, G. Stock market reaction to estimates of share by corporate officials [J ]. Journal Of Accounting Research,1973,11.
6[6]Scholes,M. The market for securities:Substitution versus price pressure and infformation on share prices[J] .Journal of Business, 1972,45:179 - 211.
8[8]Michael S. Rozeff and William R. Kinney. Capital market seasonality:the case of stock returns[J].Journal of Financial Economics, 1976,3 (4): 388; Kenneth R. French. Stock return and the weekend effect [ J ]. Journal of Financial Economics, 1980,8( 1): 58.
9[9]De Bondt,W. F. M. and R. Thaler. Does the stock market overreact? [J]. Journal of Finance, 1985, (40): 793 -999.
10[10]Jegadeesh,N. and S.Titman. Return to buying winners and selling loses:implications for stock market efficiency[J].Journal of Finance, 1993, (48) :65 - 91.
