@article{econhot_econhot-cited-8c1a58f92e2b0dc3,
  title = {Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data},
  author = {Joel Hasbrouck},
  journal = {The Journal of Finance},
  year = {2009},
  volume = {64},
  number = {3},
  pages = {1445-1477},
  doi = {10.1111/j.1540-6261.2009.01469.x},
  url = {https://doi.org/10.1111/j.1540-6261.2009.01469.x}
}