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.

Detalles Bibliográficos
Publicado en:Journal of Finance V.64, 1-6 (2009).
Autor principal: Hasbrouck, Joel
Formato: Artículo
Lenguaje:English
Materias:
Cost estimates.
Correlation analysis.
Rates of return.