FRICTION IN THE TRADING PROCESS AND THE ESTIMATION OF SYSTEMATIC-RISK

被引：110

作者：

COHEN, KJ

HAWAWINI, GA

MAIER, SF

SCHWARTZ, RA

WHITCOMB, DK

机构：

[1] NYU,NEW YORK,NY 10006

[2] RUTGERS STATE UNIV,NEWARK,NJ 07102

[3] INSEAD,FONTAINEBLEAU,FRANCE

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1983年 / 12卷 / 02期

关键词：

D O I：

10.1016/0304-405X(83)90038-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：263 / 278

页数：16

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