Friction in the trading process and the estimation of systematic risk

書誌事項

Friction in the trading process and the estimation of systematic risk

by Kalman J. Cohen ... [et al.]

(Working paper series, no. 289)

Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, [1983]

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注記

"December, 1981, revised June, 1982, revised November, 1982"--t.p.

"Forthcoming, Journal of Financial Economics"--t.p.

"April 1983"--cover

Includes bibliographies

関連文献: 1件中  1-1を表示

  • Working paper series

    Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University

詳細情報

  • NII書誌ID(NCID)
    BA22405225
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    New York
  • ページ数/冊数
    1 v. (various pagings)
  • 大きさ
    28 cm
  • 親書誌ID
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