Trading costs and returns for U.S. equities estimating effective costs from daily data.

Trading costs and returns for U.S. equities estimating effective costs from daily data.

Detaylı Bibliyografya
Yayımlandı:Journal of Finance V.64, 1-6 (2009).
Yazar: Hasbrouck, Joel
Materyal Türü: Makale
Dil:English
Konular:
Cost estimates.
Correlation analysis.
Rates of return.