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.

Bibliographische Detailangaben
Veröffentlicht in:Journal of Finance V.64, 1-6 (2009).
1. Verfasser: Hasbrouck, Joel
Format: Artikel
Sprache:English
Schlagworte:
Cost estimates.
Correlation analysis.
Rates of return.