TRADING PATTERNS, BID ASK SPREADS, AND ESTIMATED SECURITY RETURNS - THE CASE OF COMMON-STOCKS AT CALENDAR TURNING-POINTS

• 成果类型: Article
• 署名作者: KEIM, DB
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(89)90097-4
• 发表日期: 1989
• 页码: 75-97