Hasbrouck, J. Trading costs and returns for U.S. equities: Estimating effective costs from daily data. Journal of Finance.
Chicago Style (17th ed.) CitationHasbrouck, Joel. "Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data." Journal of Finance .
MLA (9th ed.) CitationHasbrouck, Joel. "Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data." Journal of Finance, .
Warning: These citations may not always be 100% accurate.