The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange
This paper studies the relationship between return and the Bid-Ask Spread in Tehran Stock Exchange. The research has been done according to Amihud and Mendelson’s model (1986). It should be mentioned that portfolio beta and size are added as explanatory variables into the model. The study period is...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Persa |
| Pubblicazione: |
University of Tehran
2012-07-01
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| Serie: | تحقیقات مالی |
| Soggetti: | |
| Accesso online: | https://jfr.ut.ac.ir/article_36636_e06dbe1e5346e0826876fa04c4ee5e81.pdf |
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