Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Detalles Bibliográficos
Autor principal: Lo, Andrew W.
Otros Autores: Mamaysky, Harry, Wang, Jiang
Formato: Libro
Lenguaje:English
Publicado: Cambridge National Bureau of Economic Research 2001.
Colección:NBER working paper series no.8311
Materias:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.