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.

Библиографические подробности
Опубликовано в::Journal of Finance V.64, 1-6 (2009).
Главный автор: Hasbrouck, Joel
Формат: Статья
Язык:English
Предметы:
Cost estimates.
Correlation analysis.
Rates of return.