TRADING PATTERNS, BID ASK SPREADS, AND ESTIMATED SECURITY RETURNS - THE CASE OF COMMON-STOCKS AT CALENDAR TURNING-POINTS

被引：122

作者：

KEIM, DB

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1989年 / 25卷 / 01期

关键词：

D O I：

10.1016/0304-405X(89)90097-4

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：75 / 97

页数：23

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