Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

書誌詳細
第一著者: Lo, Andrew W.
その他の著者: Mamaysky, Harry, Wang, Jiang
フォーマット: 図書
言語:English
出版事項: Cambridge National Bureau of Economic Research 2001.
シリーズ:NBER working paper series no.8311
主題:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.