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.

Dettagli Bibliografici
Pubblicato in:Journal of Finance V.64, 1-6 (2009).
Autore principale: Hasbrouck, Joel
Natura: Articolo
Lingua:English
Soggetti:
Cost estimates.
Correlation analysis.
Rates of return.