@article{Cohen1983, title = {Friction in the trading process and the estimation of systematic risk}, author = {Kalman J. Cohen and Gabriel A. Hawawini and Steven F. Maier and Robert A. Schwartz and David K. Whitcomb}, journal = {Journal of Financial Economics}, month = {Aug}, number = {2}, pages = {263--278}, url = {http://www.sciencedirect.com/science/article/B6VBX-46922FH-6/1/d50168732b88566775aa75d63e8a756d}, volume = {12}, year = {1983}, biburl = {http://www.bibsonomy.org/bibtex/21e57bdd402640d183d54efce98b3d9ae/smicha}, keywords = {imported } }