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The Returns Generation Process, Returns Variance, and the Effect of Thinness in Securities Markets

Kalman J. Cohen, Steven F. Maier, Robert A. Schwartz and David K. Whitcomb
The Journal of Finance
Vol. 33, No. 1 (Mar., 1978), pp. 149-167
Published by: Wiley for the American Finance Association
DOI: 10.2307/2326356
Stable URL: http://www.jstor.org/stable/2326356
Page Count: 19
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The Returns Generation Process, Returns Variance, and the Effect of Thinness in Securities Markets
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