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.

Podrobná bibliografie
Vydáno v:Journal of Finance V.64, 1-6 (2009).
Hlavní autor: Hasbrouck, Joel
Médium: Článek
Jazyk:English
Témata:
Cost estimates.
Correlation analysis.
Rates of return.