Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data.

Autor: HASBROUCK, JOEL1
Zdroj: Journal of Finance (Wiley-Blackwell). Jun2009, Vol. 64 Issue 3, p1445-1477. 33p. 6 Charts, 4 Graphs.
Databáze: Business Source Ultimate