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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Transaktionskosten"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Transaktionskosten
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227
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Liu, Hong
2
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2
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1
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The journal of finance : the journal of the American Finance Association
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
18
European journal of operational research : EJOR
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of investment management : JOIM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Finance research letters
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Financial analysts' journal : FAJ
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International review of economics & finance : IREF
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The quarterly journal of finance
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Advances in futures and options research : a research annual
3
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
2
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
Saved in:
3
Exploring the nature of "trader intuition"
Bruguier, Antoine J.
;
Quartz, Steven R.
;
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1703-1723
Persistent link: https://www.econbiz.de/10008668196
Saved in:
4
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
Saved in:
5
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
Saved in:
6
Optimal consumption and investment with transaction costs and multiple risky assets
Liu, Hong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 289-338
Persistent link: https://www.econbiz.de/10001932310
Saved in:
7
Predictability and transaction costs : the impact on rebalancing rules and behavior
Lynch, Anthony W.
;
Balduzzi, Pierluigi
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2285-2309
Persistent link: https://www.econbiz.de/10001524436
Saved in:
8
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
9
An exact solution to a dynamic portfolio choice problem under transactions costs
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 577-595
Persistent link: https://www.econbiz.de/10001108563
Saved in:
10
Term structure multiplicity and clientele in markets with transactions costs and taxes
Dermody, Jaime C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 893-911
Persistent link: https://www.econbiz.de/10001073077
Saved in:
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