Liquidity, Maturity, and the Yields on U.S. Treasury Securities-Reference-Cited by-同舟云学术

Liquidity, Maturity, and the Yields on U.S. Treasury Securities

Published:1991-09 Issue:4 Volume:46 Page:1411-1425
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.1540-6261.1991.tb04623.x/fullpdf

Reference13 articles.

1. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986

2. Liquidity and asset pricing: Financial management implications;Amihud;Financial Management,1988a

3. Liquidity, volatility and exchange automation;Amihud;Journal of Accounting, Auditing and Finance,1988b

4. The effects of beta, bid-ask spread, residual risk and size on stock returns;Amihud;Journal of Finance,1989

5. Amihud , Yakov Haim Mendelson 1990 The effect of a transaction tax on securities returns and values Working paper, The Mid-America Institute for Public Policy Research

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