Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Dettagli Bibliografici
Autore principale: Lo, Andrew W.
Altri autori: Mamaysky, Harry, Wang, Jiang
Natura: Libro
Lingua:English
Pubblicazione: Cambridge National Bureau of Economic Research 2001.
Serie:NBER working paper series no.8311
Soggetti:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.