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

被引：192

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

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