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.

Sonraí bibleagrafaíochta
Foilsithe in:Journal of Finance V.64, 1-6 (2009).
Príomhchruthaitheoir: Hasbrouck, Joel
Formáid: Alt
Teanga:English
Ábhair:
Cost estimates.
Correlation analysis.
Rates of return.