Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Détails bibliographiques
Auteur principal: Lo, Andrew W.
Autres auteurs: Mamaysky, Harry, Wang, Jiang
Format: Livre
Langue:English
Publié: Cambridge National Bureau of Economic Research 2001.
Collection:NBER working paper series no.8311
Sujets:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.