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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"United States"
~type_genre:"Article in journal"
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Search: subject_exact:"Transaction costs"
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International review of economics & finance : IREF
Journal of financial and quantitative analysis : JFQA
The journal of finance : the journal of the American Finance Association
36
The review of financial studies
30
The journal of law, economics, & organization
17
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Journal of institutional and theoretical economics : JITE
5
Journal of urban economics
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Quarterly journal of business and economics : QJBE
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The review of economics and statistics
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4
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
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ECONIS (ZBW)
15
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1
Optimal option portfolio strategies : deepening the puzzle of index option mispricing
Faias, José Afonso
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 277-303
Persistent link: https://www.econbiz.de/10011667735
Saved in:
2
Predictable dynamics in higher-order risk-neutral moments : evidence from the S&P 500 options
Neumann, Michael
;
Skiadopoulos, George
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
3
,
pp. 947-977
Persistent link: https://www.econbiz.de/10010201777
Saved in:
3
Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.
;
Tan, Sinan
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049
Saved in:
4
Liquidity, investment style, and the relation between fund size and fund performance
Yan, Xuemin Sterling
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 741-767
Persistent link: https://www.econbiz.de/10003757797
Saved in:
5
The impact of regulation fair disclosure : trading costs and information asymmetry
Eleswarapu, Venkat R.
;
Thompson, Rex
;
Venkataraman, Kumar
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 209-225
Persistent link: https://www.econbiz.de/10002103365
Saved in:
6
Trade execution costs and market quality after decimalization
Bessembinder, Hendrik
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 747-777
Persistent link: https://www.econbiz.de/10001859242
Saved in:
7
Order submission strategy and the curious case of marketable limit orders
Peterson, Mark A.
;
Sirri, Erik R.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001690142
Saved in:
8
Noise trading, transaction costs, and the relationship of stock returns and trading volume
Kramer, Charles
- In:
International review of economics & finance : IREF
8
(
1999
)
4
,
pp. 343-362
Persistent link: https://www.econbiz.de/10001443963
Saved in:
9
Trade execution costs on NASDAQ and the NYSE : a post-reform comparison
Bessembinder, Hendrik
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 387-407
Persistent link: https://www.econbiz.de/10001453447
Saved in:
10
A comparison of trade execution costs for NYSE and NASDAQ-listed stocks
Bessembinder, Hendrik
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
3
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001230906
Saved in:
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