Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Bibliografiska uppgifter
Huvudupphovsman: Lo, Andrew W.
Övriga upphovsmän: Mamaysky, Harry, Wang, Jiang
Materialtyp: Bok
Språk:English
Publicerad: Cambridge National Bureau of Economic Research 2001.
Serie:NBER working paper series no.8311
Ämnen:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.