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Securities Inventories And Excess Returns

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  • James C. Van Horne
  • Hal B. Heaton

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  • James C. Van Horne & Hal B. Heaton, 1983. "Securities Inventories And Excess Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(2), pages 93-102, June.
    • Handle: RePEc:bla:jfnres:v:6:y:1983:i:2:p:93-102
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1983.tb00317.x
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    References listed on IDEAS

    as
    1. Stoll, Hans R., 1976. "Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(3), pages 359-380, September.
    2. Stoll, Hans R, 1978. "The Supply of Dealer Services in Securities Markets," Journal of Finance, American Finance Association, vol. 33(4), pages 1133-1151, September.
    3. Ho, Thomas & Stoll, Hans R, 1980. "On Dealer Markets under Competition," Journal of Finance, American Finance Association, vol. 35(2), pages 259-267, May.
    4. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    5. Tanner, J Ernest & Kochin, Levis A, 1971. "The Determinants of the Difference Between Bid and Ask Prices on Government Bonds," The Journal of Business, University of Chicago Press, vol. 44(4), pages 375-379, October.
    6. Garbade, Kenneth D & Silber, William L, 1976. "Price Dispersion in the Government Securities Market," Journal of Political Economy, University of Chicago Press, vol. 84(4), pages 721-740, August.
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