The bid-ask bias and the size effect : a test of the Blume-Stambaugh bid-ask bias effect hypothesis
Year of publication: |
1998
|
---|---|
Authors: | Branch, Ben Shirley |
Other Persons: | Echevarria, David P. (contributor) |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 38.1998, 1, p. 129-148
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | USA | United States | 1995-1997 |
-
Liu, Crocker H., (1988)
-
Stoll, Hans R., (1999)
-
Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L., (1999)
- More ...
-
Market microstructure empirical regularities : behavior of the bid-ask spread and closing prices
Branch, Ben Shirley, (1995)
-
Bankruptcy investing : how to profit from distressed companies
Branch, Ben, (2002)
-
Investments: a practical approach
Branch, Ben Shirley, (1985)
- More ...