Transaction costs, trading volume, and the liquidity premium
Year of publication: |
2014
|
---|---|
Authors: | Gerhold, Stefan ; Guasoni, Paolo ; Muhle-Karbe, Johannes ; Schachermayer, Walter |
Published in: |
Finance and Stochastics. - Springer. - Vol. 18.2014, 1, p. 1-37
|
Publisher: |
Springer |
Subject: | Transaction costs | Long-run | Portfolio choice | Liquidity premium | Trading volume |
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