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.

Bibliografiska uppgifter
I publikationen:Journal of Finance V.64, 1-6 (2009).
Huvudupphovsman: Hasbrouck, Joel
Materialtyp: Artikel
Språk:English
Ämnen:
Cost estimates.
Correlation analysis.
Rates of return.