Asset prices and trading volume under fixed transactions costs

Asset prices and trading volume under fixed transactions costs

Bibliographic Details
Main Author: Lo, Andrew W.
Other Authors: Mamaysky, Harry, Wang, Jiang
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 2001.
Series:NBER working paper series no.8311
Subjects:
Stocks > Prices > United States > Econometric models.
Stock price forecasting > United States > Econometric models.
Transaction costs.