Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

书目详细资料
主要作者: Lo, Andrew W.
其他作者: Mamaysky, Harry, Wang, Jiang
格式: 图书
语言:English
出版: Cambridge National Bureau of Economic Research 2001.
丛编:NBER working paper series no.8311
主题:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.