Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data

Publisher： John Wiley & Sons Inc

E-ISSN： 1540-6261|64|3|1445-1477

ISSN： 0022-1082

Source： THE JOURNAL OF FINANCE, Vol.64, Iss.3, 2009-06, pp. : 1445-1477

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