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The Returns Generation Process, Returns Variance, and the Effect of Thinness in Securities Markets
Home
Publications
The Returns Generation Process, Returns Variance, and the Effect of Thinness in Securities Markets
The Returns Generation Process, Returns Variance, and the Effect of Thinness in Securities Markets
KC
Kalman J. Cohen
Kalman J. Cohen
SM
Steven F. Maier
Steven F. Maier
RS
Robert A. Schwartz
Robert A. Schwartz
DW
David K. Whitcomb
David K. Whitcomb
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1 March 1978
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 33
(1)
,
149-167
https://doi.org/10.2307/2326356
Abstract
No abstract available
Keywords
RETURNS VARIANCE
SECURITIES MARKETS
RETURNS GENERATION PROCESS
THINNESS
Cited by 19 articles