Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Bibliografische gegevens
Hoofdauteur: Lo, Andrew W.
Andere auteurs: Mamaysky, Harry, Wang, Jiang
Formaat: Boek
Taal:English
Gepubliceerd in: Cambridge National Bureau of Economic Research 2001.
Reeks:NBER working paper series no.8311
Onderwerpen:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.