Friction in the trading process and the estimation of systematic risk
| Year of publication: |
1983
|
|---|---|
| Authors: | Cohen, Kalman J. ; Hawawini, Gabriel A. ; Maier, Steven F. ; Schwartz, Robert A. ; Whitcomb, David K. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 12.1983, 2, p. 263-278
|
| Publisher: |
Elsevier |