Cost of Transacting and Expected Returns in the Nasdaq Market

• 1 December 1997
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 52  (5) , 2113-2127
• https://doi.org/10.2307/2329477

Abstract

Keywords

• MODEL
• TRANSACTING
• NASDAQ
• SPREADS
• CONJECTURE
• QUOTED
• PREMIUM
• RETURNS
• REINGANUM
• STOCK