Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data
Article first published online: 20 MAY 2009
© 2009 The American Finance Association
The Journal of Finance
Volume 64, Issue 3, pages 1445–1477, June 2009
How to Cite
HASBROUCK, J. (2009), Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data. The Journal of Finance, 64: 1445–1477. doi: 10.1111/j.1540-6261.2009.01469.x
- Issue published online: 20 MAY 2009
- Article first published online: 20 MAY 2009
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