LIQUIDITY AND THE 1987 STOCK-MARKET CRASH

[1] AMIHUD Y, 1987, J FINANC, V42, P533

[2] ASSET PRICING AND THE BID ASK SPREAD [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (02) : 223 - 249

[3] THE EFFECTS OF BETA, BID-ASK SPREAD, RESIDUAL RISK, AND SIZE ON STOCK RETURNS [J]. JOURNAL OF FINANCE, 1989, 44 (02) : 479 - 486

[4] AMIHUD Y, 1988, FINANCIAL MANAGE SPR, P5

[5] AMIHUD Y, 1988, J ACCOUNTING AUDITIN, V3, P389

[6] [Anonymous], 1986, FINANC ANAL J, DOI DOI 10.2469/FAJ.V42.N3.43

[7] LIQUIDITY, STOCK MARKETS, AND MARKET MAKERS [J]. FINANCIAL MANAGEMENT, 1987, 16 (02) : 54 - 62

[8] FERGUSON R, 1988, J PORTFOLIO MANA SUM, P14

[9] FERGUSON R, 1988, J PORTFOLIO MANA SUM, P4

[10] GAMMILL JF, 1989, J PORTFOLIO MANA SPR, P13

[1] AMIHUD Y, 1987, J FINANC, V42, P533

[2] ASSET PRICING AND THE BID ASK SPREAD [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (02) : 223 - 249

[3] THE EFFECTS OF BETA, BID-ASK SPREAD, RESIDUAL RISK, AND SIZE ON STOCK RETURNS [J]. JOURNAL OF FINANCE, 1989, 44 (02) : 479 - 486

[4] AMIHUD Y, 1988, FINANCIAL MANAGE SPR, P5

[5] AMIHUD Y, 1988, J ACCOUNTING AUDITIN, V3, P389

[6] [Anonymous], 1986, FINANC ANAL J, DOI DOI 10.2469/FAJ.V42.N3.43

[7] LIQUIDITY, STOCK MARKETS, AND MARKET MAKERS [J]. FINANCIAL MANAGEMENT, 1987, 16 (02) : 54 - 62

[8] FERGUSON R, 1988, J PORTFOLIO MANA SUM, P14

[9] FERGUSON R, 1988, J PORTFOLIO MANA SUM, P4

[10] GAMMILL JF, 1989, J PORTFOLIO MANA SPR, P13