LIQUIDITY AND THE 1987 STOCK-MARKET CRASH

被引：70

作者：

AMIHUD, Y

MENDELSON, H

WOOD, RA

机构：

[1] TEL AVIV UNIV,FAC MANAGEMENT,IL-69978 TEL AVIV,ISRAEL

[2] STANFORD UNIV,GRAD SCH BUSINESS,STANFORD,CA 94305

[3] PENN STATE UNIV,FINANCE,UNIVERSITY PK,PA 16802

来源：

JOURNAL OF PORTFOLIO MANAGEMENT | 1990年 / 16卷 / 03期

关键词：

D O I：

10.3905/jpm.1990.409268

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：65 / 69

页数：5

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MENDELSON, H .

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[3] THE EFFECTS OF BETA, BID-ASK SPREAD, RESIDUAL RISK, AND SIZE ON STOCK RETURNS [J].

AMIHUD, Y ;

MENDELSON, H .

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].

BERNSTEIN, PL .

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

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