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Please use this identifier to cite or link to this item: http://hdl.handle.net/2451/27090

Title: A New Measure of Transaction Costs
Authors: Lesmond, David
Trzcinka, Charles
Ogden, Joseph
Keywords: Transaction costs
Zero returns
Return generating process
Spread
Issue Date: 1996
Series/Report no.: FIN-96-032
URI: http://hdl.handle.net/2451/27090
Appears in Collections:Finance Working Papers

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