The Returns Generation Process, Returns Variance, and the Effect of Thinness in Securities Markets
- 期刊名称The Journal of Finance
- 作者Kalman J. Cohen, Steven F. Maier, Robert A. Schwartz and David K. Whitcomb
- 卷第33卷
- 期第1期
- 印刷ISSN0022-1082
- 电子ISSN1540-6261
- 文件大小555.95KB
- 发表时间1978-03
- DOI10.2307/2326356
- 页码149-167
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