Market Frictions, Price Delay, and the Cross-Section of Expected Returns-Reference-Cited by-同舟云学术

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Market Frictions, Price Delay, and the Cross-Section of Expected Returns

Published:2005 Issue:3 Volume:18 Page:981-1020
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Hou Kewei,Moskowitz Tobias J.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/18/3/981/5344214/hhi023.pdf

Reference67 articles.

1. Illiquidity and stock returns: cross-section and time-series effects

2. Asset pricing and the bid-ask spread

3. Comments from the Editor

4. Giraffes, Institutions and Neglected Firms

5. THE NEGLECTED AND SMALL FIRM EFFECTS

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