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.

Dades bibliogràfiques
Publicat a:Journal of Finance V.64, 1-6 (2009).
Autor principal: Hasbrouck, Joel
Format: Article
Idioma:English
Matèries:
Cost estimates.
Correlation analysis.
Rates of return.