Transaction Costs, Trading Volume and Momentum Strategies

被引：4

作者：

Li, Xiafei ^{[1
]}

Brooks, Chris ^{[2
]}

Miffre, Joelle ^{[3
]}

机构：

[1] Univ Nottingham, Business Sch, Nottingham, England

[2] Univ Reading, ICMA Ctr, Reading, Berks, England

[3] EDHEC Business Sch, Nice, France

来源：

JOURNAL OF TRADING | 2010年 / 5卷 / 01期

关键词：

D O I：

10.3905/JOT.2010.5.1.066

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：66 / 81

页数：16

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