ASSET PRICING AND THE BID ASK SPREAD

被引：2089

作者：

AMIHUD, Y

MENDELSON, H

机构：

[1] NYU,NEW YORK,NY 10006

[2] UNIV ROCHESTER,ROCHESTER,NY 14627

来源：

关键词：

D O I：

10.1016/0304-405X(86)90065-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：223 / 249

页数：27

共 51 条

[1] DEALERSHIP MARKET - MARKET-MAKING WITH INVENTORY [J].

AMIHUD, Y ;

MENDELSON, H .

[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

BANZ, RW .

[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].

BLUME, ME ;

STAMBAUGH, RF .