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.

Bibliografiske detaljer
Udgivet i:Journal of Finance V.64, 1-6 (2009).
Hovedforfatter: Hasbrouck, Joel
Format: Article
Sprog:English
Fag:
Cost estimates.
Correlation analysis.
Rates of return.