文献名:Friction in the trading process and the estimation of systematic risk
作者:Kalman J. Cohen, Gabriel A. Hawawini, Steven F. Maier, Robert A. Schwartz, David K. Whitcomb
期刊名:Journal of Financial Economics
卷刊号:Volume 12, Issue 2, August 1983, Pages 263-278
来源:http://www.sciencedirect.com/science/article/B6VBX-46922FH-6/2/50b22c6cf30ec078bfa6e41e467724c3
[此贴子已经被作者于2009-5-22 22:11:01编辑过]