TY - JOUR TI - Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data AU - Joel Hasbrouck JO - The Journal of Finance PY - 2009 VL - 64 IS - 3 DO - 10.1111/j.1540-6261.2009.01469.x UR - https://doi.org/10.1111/j.1540-6261.2009.01469.x ER -