ASSET PRICING AND THE BID ASK SPREAD

[1] DEALERSHIP MARKET - MARKET-MAKING WITH INVENTORY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) : 31 - 53

[2] AMIHUD Y, 1982, FINANCIAL ANAL J, V29, P50

[3] AMIHUD Y, 1986, TRADING MECHANISMS S

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

[5] Bagehot W., 1971, FINANC ANAL J, V27, P12

[6] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[7] Benston G., 1974, J FINANC ECON, V1, P353, DOI [10.1016/0304-405X(74)90014-2, DOI 10.1016/0304-405X(74)90014-2]

[8] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3

[9] Black Fischer., 1972, CAPITAL ASSET PRICIN, P79

[10] BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (03) : 387 - 404

[1] DEALERSHIP MARKET - MARKET-MAKING WITH INVENTORY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) : 31 - 53

[2] AMIHUD Y, 1982, FINANCIAL ANAL J, V29, P50

[3] AMIHUD Y, 1986, TRADING MECHANISMS S

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

[5] Bagehot W., 1971, FINANC ANAL J, V27, P12

[6] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[7] Benston G., 1974, J FINANC ECON, V1, P353, DOI [10.1016/0304-405X(74)90014-2, DOI 10.1016/0304-405X(74)90014-2]

[8] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3

[9] Black Fischer., 1972, CAPITAL ASSET PRICIN, P79

[10] BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (03) : 387 - 404