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RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND EFFECT OF THINNESS IN SECURITIES MARKETS
被引:30
作者
:
COHEN, KJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
COHEN, KJ
MAIER, SF
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
MAIER, SF
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
SCHWARTZ, RA
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
WHITCOMB, DK
机构
:
[1]
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
[2]
RUTGERS STATE UNIV,GRAD SCH BUSINESS ADM,NEW BRUNSWICK,NJ 08903
来源
:
JOURNAL OF FINANCE
|
1978年
/ 33卷
/ 01期
关键词
:
D O I
:
10.2307/2326356
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:149 / 167
页数:19
相关论文
共 29 条
[21]
ROYAMA S, 1967, RISK AVERSION PORTFO, P27
[22]
SCHOLES M, 1976, ESTIMATING BETAS DAI
[23]
MARKET FOR SECURITIES - SUBSTITUTION VERSUS PRICE PRESSURE AND EFFECTS OF INFORMATION ON SHARE PRICES
SCHOLES, MS
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
SCHOLES, MS
[J].
JOURNAL OF BUSINESS,
1972,
45
(02)
: 179
-
211
[24]
TIME-VARIANCE RELATIONSHIP - EVIDENCE ON AUTOCORRELATION IN COMMON STOCK RETURNS
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
SCHWARTZ, RA
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
WHITCOMB, DK
[J].
JOURNAL OF FINANCE,
1977,
32
(01)
: 41
-
55
[25]
THINNESS IN CAPITAL MARKETS - CASE OF TEL AVIV STOCK EXCHANGE
SILBER, WL
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
NYU,NEW YORK,NY 10003
SILBER, WL
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1975,
10
(01)
: 129
-
142
[26]
THE ECONOMICS OF INFORMATION
STIGLER, GJ
论文数:
0
引用数:
0
h-index:
0
STIGLER, GJ
[J].
JOURNAL OF POLITICAL ECONOMY,
1961,
69
(03)
: 213
-
225
[27]
ECONOMICS OF LIQUIDITY SERVICES
TINIC, SM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
TINIC, SM
[J].
QUARTERLY JOURNAL OF ECONOMICS,
1972,
86
(01)
: 79
-
93
[28]
COMPETITION AND PRICING OF DEALER SERVICE IN OVER-THE-COUNTER STOCK MARKET
TINIC, SM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
TINIC, SM
WEST, RR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
WEST, RR
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1972,
7
(03)
: 1707
-
1727
[29]
MARKETABILITY OF COMMON STOCKS IN CANADA AND USA - COMPARISON OF AGENT VERSUS DEALER DOMINATED MARKETS
TINIC, SM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
TINIC, SM
WEST, RR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
WEST, RR
[J].
JOURNAL OF FINANCE,
1974,
29
(03)
: 729
-
746
←
1
2
3
→
共 29 条
[21]
ROYAMA S, 1967, RISK AVERSION PORTFO, P27
[22]
SCHOLES M, 1976, ESTIMATING BETAS DAI
[23]
MARKET FOR SECURITIES - SUBSTITUTION VERSUS PRICE PRESSURE AND EFFECTS OF INFORMATION ON SHARE PRICES
SCHOLES, MS
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
SCHOLES, MS
[J].
JOURNAL OF BUSINESS,
1972,
45
(02)
: 179
-
211
[24]
TIME-VARIANCE RELATIONSHIP - EVIDENCE ON AUTOCORRELATION IN COMMON STOCK RETURNS
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
SCHWARTZ, RA
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003
WHITCOMB, DK
[J].
JOURNAL OF FINANCE,
1977,
32
(01)
: 41
-
55
[25]
THINNESS IN CAPITAL MARKETS - CASE OF TEL AVIV STOCK EXCHANGE
SILBER, WL
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
NYU,NEW YORK,NY 10003
SILBER, WL
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1975,
10
(01)
: 129
-
142
[26]
THE ECONOMICS OF INFORMATION
STIGLER, GJ
论文数:
0
引用数:
0
h-index:
0
STIGLER, GJ
[J].
JOURNAL OF POLITICAL ECONOMY,
1961,
69
(03)
: 213
-
225
[27]
ECONOMICS OF LIQUIDITY SERVICES
TINIC, SM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
TINIC, SM
[J].
QUARTERLY JOURNAL OF ECONOMICS,
1972,
86
(01)
: 79
-
93
[28]
COMPETITION AND PRICING OF DEALER SERVICE IN OVER-THE-COUNTER STOCK MARKET
TINIC, SM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
TINIC, SM
WEST, RR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
WEST, RR
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1972,
7
(03)
: 1707
-
1727
[29]
MARKETABILITY OF COMMON STOCKS IN CANADA AND USA - COMPARISON OF AGENT VERSUS DEALER DOMINATED MARKETS
TINIC, SM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
TINIC, SM
WEST, RR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ALBERTA,EDMONTON,ALBERTA,CANADA
WEST, RR
[J].
JOURNAL OF FINANCE,
1974,
29
(03)
: 729
-
746
←
1
2
3
→