Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Bibliografiske detaljer
Hovedforfatter: Lo, Andrew W.
Andre forfattere: Mamaysky, Harry, Wang, Jiang
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 2001.
Serier:NBER working paper series no.8311
Fag:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.