帮我找找这些文献吧,我已经找了很久了,只能看到摘要。谢谢好心的大人。我每篇都给出了详细的查阅范围。
1、Amihud,Y and Medelson.H.1986. liquidity and stock returns.financial analysts journal.May 2、Scholes, M. and J. Williams, 1977, Estimating betas from nonsynchronous data, Journal of Financial Economics 5, 309-327
3、Barry.C and Brown.S.1984.differential information and the small firm effect. journal of financial economics.July
4、Dimson, E., 1979, Risk measurement when shares are subject to infrequent trading, Journal of Financial Economics 7, 197-216.
5、Shultz.P.1983. transaction costs and the small firm effect: a comment journal of financial economics.12.81-88 6、Stroll.H.and Whaley.R.1983. transaction costs and the small firm effect. journal of financial economics .12 57-79
7、kim. Moon K,and Burnie.D,2002 the firm size effect and the economic cycle . journal of financial research 25.1 pp111-124.Spring 8、kim. Moon K,and Burnie.D,2002 the firm size effect and the economic cycle . journal of financial research 25.1 pp111-124.Spring
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