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.

ग्रंथसूची विवरण
में प्रकाशित:Journal of Finance V.64, 1-6 (2009).
मुख्य लेखक: Hasbrouck, Joel
स्वरूप: लेख
भाषा:English
विषय:
Cost estimates.
Correlation analysis.
Rates of return.