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 |
Files in This Item:
File | Description | Size | Format | |
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wpa96032.pdf | 2.22 MB | Adobe PDF | View/Open |
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