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Asset pricing and the bid-ask spread

19865,278 citationsJournal Article

Authors

Yakov Amihud · New York University

Haim Mendelson · University of Rochester

Topics & Keywords

Financial Markets and Investment Strategies Corporate Finance and Governance Auditing, Earnings Management, Governance

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Journal of Financial Economics

Volume 17, Issue 2, pp. 223-249

DOI: 10.1016/0304-405x(86)90065-6

Field-Weighted Citation Impact: 26.58

Asset pricing and the bid-ask spread | Researchclopedia