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.

書誌詳細
出版年:Journal of Finance V.64, 1-6 (2009).
第一著者: Hasbrouck, Joel
フォーマット: 論文
言語:English
主題:
Cost estimates.
Correlation analysis.
Rates of return.