THE EFFECTS OF BETA, BID-ASK SPREAD, RESIDUAL RISK, AND SIZE ON STOCK RETURNS

被引：190

作者：

AMIHUD, Y ^{[1
]}

MENDELSON, H ^{[1
]}

机构：

[1] NYU,GRAD SCH BUSINESS,NEW YORK,NY 10003

来源：

关键词：

D O I：

10.2307/2328600

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：479 / 486

页数：8

共 31 条

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MENDELSON, H
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) : 31 - 53
[4] AMIHUD Y, 1988, FINANCIAL MANAGE SPR, P5
[5] AMIHUD Y, 1988, J ACCOUNTING AUDITIN, V3, P369
[6] Bagehot W., 1971, FINANCIAL ANAL J, V27, P22
[7] Bagehot W., 1971, FINANC ANAL J, V27, P12
[8] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18
[9] Benston G., 1974, J FINANC ECON, V1, P353, DOI [10.1016/0304-405X(74)90014-2, DOI 10.1016/0304-405X(74)90014-2]
[10] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3