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.

Détails bibliographiques
Publié dans:Journal of Finance V.64, 1-6 (2009).
Auteur principal: Hasbrouck, Joel
Format: Article
Langue:English
Sujets:
Cost estimates.
Correlation analysis.
Rates of return.