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

  • Author(s): Kalman J. Cohen, Steven F. Maier, Robert A. Schwartz, David K. Whitcomb
  • Published: Apr 30, 2012
  • Pages: 149-167
  • DOI: 10.1111/j.1540-6261.1978.tb03395.x

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