Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Bibliographische Detailangaben
1. Verfasser: Lo, Andrew W.
Weitere Verfasser: Mamaysky, Harry, Wang, Jiang
Format: Buch
Sprache:English
Veröffentlicht: Cambridge National Bureau of Economic Research 2001.
Schriftenreihe:NBER working paper series no.8311
Schlagworte:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.