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.

Bibliografske podrobnosti
izdano v:Journal of Finance V.64, 1-6 (2009).
Glavni avtor: Hasbrouck, Joel
Format: Article
Jezik:English
Teme:
Cost estimates.
Correlation analysis.
Rates of return.