Transaction costs, trading volume, and the liquidity premium
Stefan Gerhold; Paolo Guasoni; Johannes Muhle-Karbe; Walter Schachermayer
| Year of publication: |
2014
|
|---|---|
| Authors: | Gerhold, Stefan ; Guasoni, Paolo ; Muhle-Karbe, Johannes ; Schachermayer, Walter |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 1, p. 1-37
|
| Subject: | Transaction costs | Long-run | Portfolio choice | Liquidity premium | Trading volume | Theorie | Theory | Transaktionskosten | Handelsvolumen der Börse | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010235459