@article{econhot_econhot-cited-76ac8df0a4cb1476, title = {A New Estimate of Transaction Costs}, author = {David A. Lesmond and Joseph P. Ogden and CHARLES A. TRZCINKA}, journal = {Review of Financial Studies}, year = {1999}, volume = {12}, number = {5}, pages = {1113-1141}, doi = {10.1093/rfs/12.5.1113}, url = {https://doi.org/10.1093/rfs/12.5.1113} }