THE RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND THE EFFECT OF THINNESS IN SECURITIES MARKETS
- Abstract
- Full Text PDF
- 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