The University of Arizona. We thank Hans Stoll, Robert Whaley, Venkat Eleswarapu, and Marc Reinganum for providing us with their bid-ask spread data, Kevin Kneafsey and Bill Elliott for computer assistance, and Yakov Amihud, Hank Bessembinder, Doc Ghose, Larry Harris, Ed Kane, Ken Kroner, Simon Kwan, Rob Weigand, and especially René Stulz (the editor) and the anonymous referees for their comments and suggestions.
Transactions Costs and Holding Periods for Common Stocks
Article first published online: 18 APR 2012
1997 The American Finance Association
The Journal of Finance
Volume 52, Issue 1, pages 309–325, March 1997
How to Cite
ATKINS, A. B. and DYL, E. A. (1997), Transactions Costs and Holding Periods for Common Stocks. The Journal of Finance, 52: 309–325. doi: 10.1111/j.1540-6261.1997.tb03817.x
- Issue published online: 18 APR 2012
- Article first published online: 18 APR 2012
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