Trading Mechanisms and Stock Returns: An Empirical Investigation-Reference-Cited by-同舟云学术

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Trading Mechanisms and Stock Returns: An Empirical Investigation

Published:1987-07 Issue:3 Volume:42 Page:533-553
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

AMIHUD YAKOV,MENDELSON HAIM

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1987.tb04567.x/fullpdf

Reference44 articles.

1. Dealership Market: Market-Making with Inventory;Amihud;Journal of Financial Economics,1980

2. Asset Price Behavior in a Dealership Market;Amihud;Financial Analysts Journal,1982

3. Asset Pricing and the Bid-Ask Spread;Amihud;Journal of Financial Economics,1986

4. Liquidity and Stock Returns;Amihud;Financial Analysts Journal,1986

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