Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

書目詳細資料
主要作者: Lo, Andrew W.
其他作者: Mamaysky, Harry, Wang, Jiang
格式: 圖書
語言:English
出版: Cambridge National Bureau of Economic Research 2001.
叢編:NBER working paper series no.8311
主題:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.