Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Detalhes bibliográficos
Autor principal: Lo, Andrew W.
Outros Autores: Mamaysky, Harry, Wang, Jiang
Formato: Livro
Idioma:English
Publicado em: Cambridge National Bureau of Economic Research 2001.
Colecção:NBER working paper series no.8311
Assuntos:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.