RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND EFFECT OF THINNESS IN SECURITIES MARKETS

被引：30

作者：

COHEN, KJ

MAIER, SF

SCHWARTZ, RA

WHITCOMB, DK

机构：

[1] NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10003

[2] RUTGERS STATE UNIV,GRAD SCH BUSINESS ADM,NEW BRUNSWICK,NJ 08903

来源：

JOURNAL OF FINANCE | 1978年 / 33卷 / 01期

关键词：

D O I：

10.2307/2326356

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：149 / 167

页数：19

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