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

• 1 June 1989
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 44  (2) , 479-486
• https://doi.org/10.2307/2328600

Abstract

Keywords

• ASK SPREAD
• BID
• RESIDUAL RISK
• PROPOSITION
• STOCK RETURNS
• ASSET RETURNS
• RETURNS MERTON'S