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

Yakov Amihud, Haim Mendelson
DOI: 10.2307/2328600
The Journal of Finance

Data up to Jan 2025

Published1989
Citations128
References0
Fields
EconomicsBusinessGeographyComputer scienceFinancial economicsEconometricsMonetary economics

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The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns (1989) – The Journal of Finance | Metascience Observatory Explorer