John 5:39-40

"You study the Scriptures diligently because you think that in them you have eternal life. These are the very Scriptures that testify about me, yet you refuse to come to me to have life." 

You study the Scriptures diligently 
Romans 2:17-18  Now you, if you call yourself a Jew; if  you rely on the law and boast in God; if you know his will and approve of what is superior because you are instructed by the law; ...
Romans 2:23-24  You who boast in the law, do you dishonor God by breaking the law? As it is written: "God's name is blasphemed among the Gentiles because of you." (Isaiah 52:5 - see Septuagint; Ezekiel 36:20,22)
Jeremiah 8:8  " 'How can you say, "We are wise, for we have the law of the LORD," when the lying pen of the scribes has handled it falsely?' "
Micah 3:11  Her leaders judge for a bribe, her priests teach for a price, and her prophets tell fortunes for money. Yet they look for the LORD's support and say, "Is not the LORD among us? No disaster will come upon us."

because you think that in them you have eternal life 
John 3:16  For God so loved the world that he gave his one and only Son, that whoever believes in him shall not perish but have eternal life. 
John 3:36  Whoever believes in the Son has eternal life, but whoever rejects the Son will not see life, for God's wrath remains on them.

These are the very Scriptures that testify about me 
Luke 24:25-27  He said to them, "How foolish you are, and how slow to believe all that the prophets have spoken! Did not the Messiah have to suffer these things and then enter his glory?" And beginning with Moses and all the Prophets, he explained to them what was said in all the Scriptures concerning himself.
Luke 24:44  He said to them, "This is what I told you while I was still with you: Everything must be fulfilled that is written about me in the Law of Moses, the Prophets and the Psalms."

yet you refuse to come to me to have life 
John 6:44  "No one can come to me unless the Father who sent me draws them, and I will raise them up at the last day."

(parentheses are mine)

Scriptures taken from the Holy Bible, New International Version® NIV®, 
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