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.

Bibliografische gegevens
Gepubliceerd in:Journal of Finance V.64, 1-6 (2009).
Hoofdauteur: Hasbrouck, Joel
Formaat: Artikel
Taal:English
Onderwerpen:
Cost estimates.
Correlation analysis.
Rates of return.