Question: Multiple choice: Work by Amihud and Mendelson (1986, 1991) a. may be related to the neglected firm effect b. argues that investigators will demand a

Multiple choice:

Work by Amihud and Mendelson (1986, 1991)

a. may be related to the neglected firm effect

b. argues that investigators will demand a rate of return premium to invest in less liquid stock

c. May help explain the small firm effect

d. May help explain the small firm effect and may be related to the neglected firm effect

e. All of the options are correct

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