Determinants of bid-asked spreads in the over-the-counter market

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors…

1975 • 7,346 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

The Adjustment of Stock Prices to New Information

1969 • 3,289 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

The Cost of Transacting

1968 • 1,909 citations

The Only Game in Town

1971 • 899 citations

DIVERSIFICATION AND THE REDUCTION OF DISPERSION: AN EMPIRICAL ANALYSIS*

1968 • 502 citations

The Economics of Liquidity Services

1972 • 440 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

Diversification and the Reduction of Dispersion: An Empirical Analysis

1968 • 231 citations

Capital Markets: Theory and Evidence

1972 • 229 citations

Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market

1972 • 189 citations

Some Studies of Variability of Returns on Investments in Common Stocks

1970 • 187 citations

Multicollinearity in Regression Analysis: Comment

1969 • 177 citations

The Economics of the Stock Market.

1972 • 40 citations

Some Factors Affecting Stock Price Variability

1966 • 37 citations

The Economics of the Stock Market.

1972 • 25 citations

THE MEASUREMENT OF THE VOLATILITY OF COMMON STOCK PRICES

1971 • 20 citations

The Measurement of the Volatility of Common Stock Prices

1971 • 8 citations

The value of time preference and the behavior of liquidity costs in the New York Stock Exchange

1971 • 3 citations

Cited By (0)

Loading...