Asset prices and trading volume under fixed transaction costs
By: Andrew W. Lo, Harry Mamaysky, Jiang Wang.
Contributors: Mamaysky, Harry.; Wang, Jiang, 1959-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8311; Working paper series (National Bureau of Economic Research) -- working paper no. 8311.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 75
Subjects: Stocks -- Prices -- United States -- Econometric models.; Stock price forecasting -- United States -- Econometric models.; Transaction costs.
Notes: "May 2001."

JEL no. G1.

Includes bibliographical references (p. 62-67).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.