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.

Bibliografiset tiedot
Julkaisussa:Journal of Finance V.64, 1-6 (2009).
Päätekijä: Hasbrouck, Joel
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Cost estimates.
Correlation analysis.
Rates of return.