Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Библиографические подробности
Главный автор: Lo, Andrew W.
Другие авторы: Mamaysky, Harry, Wang, Jiang
Формат: ‌
Язык:English
Опубликовано: Cambridge National Bureau of Economic Research 2001.
Серии:NBER working paper series no.8311
Предметы:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.