Transaction costs and price volatility: Evidence from commission deregulation

成果类型：

Article

署名作者：

Jones, CM; Seguin, PJ

署名单位：

University of Michigan System; University of Michigan

刊物名称：

AMERICAN ECONOMIC REVIEW

ISSN/ISSBN：

0002-8282

发表日期：

1997

页码：

728-737

关键词：

financial-markets STOCK heteroskedasticity exchange returns CAPM tax