Causes of cross-autocorrelation in security returns : transaction costs versus information quality
Year of publication: |
1997
|
---|---|
Authors: | Richardson, Terry L. |
Other Persons: | Peterson, David R. (contributor) |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 21.1997, 3, p. 29-39
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Transaktionskosten | Transaction costs | Information | Schätzung | Estimation | USA | United States | 1986-1992 |
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