SEASONALITY IN NASDAQ DEALER SPREADS

被引：5

作者：

FORTIN, RD

GRUBE, RC

JOY, OM

机构：

[1] DRAKE UNIV,COLL BUSINESS & PUBL ADM,DES MOINES,IA 50311

[2] UNIV KANSAS,SCH BUSINESS,LAWRENCE,KS 66045

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1989年 / 24卷 / 03期

关键词：

D O I：

10.2307/2330819

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：395 / 407

页数：13

共 11 条

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MENDELSON, H .

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GLOSTEN, LR ;

MILGROM, PR .

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[3]

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KEIM, DB .

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[5] VOLUME AND TURN-OF-THE-YEAR BEHAVIOR [J].

LAKONISHOK, J ;

SMIDT, S .

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[6]

LAMOUREUX CG, IN PRESS J FINANCE

[7]

MORSE D, 1983, ACCOUNT REV, V58, P247

[8] THE BUYING AND SELLING BEHAVIOR OF INDIVIDUAL INVESTORS AT THE TURN OF THE YEAR [J].

RITTER, JR .

JOURNAL OF FINANCE, 1988, 43 (03) :701-719

[9]

Roll R., 1983, J PORTFOLIO MANAGE, V9, P18

[10] PRICING OF SECURITY DEALER SERVICES - EMPIRICAL-STUDY OF NASDAQ STOCKS [J].

STOLL, HR .

JOURNAL OF FINANCE, 1978, 33 (04) :1153-1172

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