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Dealership market : Market-making with inventory

Amihud, Yakov; Mendelson, Haim - In: Journal of Financial Economics 8 (1980) 1, pp. 31-53

Persistent link: https://www.econbiz.de/10005376753

Stock and Bond Liquidity and its Effect on Prices and Financial Policies

Amihud, Yakov; Mendelson, Haim - In: Financial Markets and Portfolio Management 20 (2006) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10005722930

Trading Mechanisms and Stock Returns: An Empirical Investigation.

Amihud, Yakov; Mendelson, Haim - In: Journal of Finance 42 (1987) 3, pp. 533-53

Persistent link: https://www.econbiz.de/10005302560

The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns.

Amihud, Yakov; Mendelson, Haim - In: Journal of Finance 44 (1989) 2, pp. 479-86

Merton's recent extension of the capital asset pricing model proposed that asset returns are an increasing function of their beta risk, residual risk, and size, and a decreasing function of the public availability of information about them. Associating the latter with asset liquidity and...

Persistent link: https://www.econbiz.de/10005302919