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Mean-variance portfolio selection with estimation risk and transaction costs
Mei, Xiaoling; Zhu, Huanjun; Chen, Chongzhu - In: Applied economics 55 (2023) 13, pp. 1436-1453
Persistent link: https://www.econbiz.de/10013554924
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How time horizons and arbitrage cost influence the turnover premium?
Li, Daye; Zhang, Xinmin - In: Applied economics 51 (2019) 44, pp. 4833-4848
Persistent link: https://www.econbiz.de/10012197119
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Tobin tax and trading volume tightening : a reassessment
Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
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Productivity effects of trade and product innovations : an empirical analysis for 13 OECD countries
Butter, Frank A. G. den; Es-Saghir, Abdessalam - In: Applied economics 45 (2013) 31/33, pp. 4412-4418
Persistent link: https://www.econbiz.de/10010223403
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A variable threshold band approach to measuring market linkages
Bekkerman, Anton; Goodwin, Barry K.; Piggott, Nicholas E. - In: Applied economics 45 (2013) 19/21, pp. 2705-2714
Persistent link: https://www.econbiz.de/10010189363
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Implicit transaction cost management using intraday price dynamics
Mazza, Paolo; Petitjean, Mikael - In: Applied economics 50 (2018) 39, pp. 4264-4274
Persistent link: https://www.econbiz.de/10012060723
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Analysis of threshold cointegration with asymmetric adjustments in the Hong Kong grocery industry
Woo, Kai-yin; Lee, Shu-kam; Shum, Paul - In: Applied economics 49 (2017) 55, pp. 5591-5600
Persistent link: https://www.econbiz.de/10011845220
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Effects of the structural change on transaction costs between North America natural gas spot markets
Duangnate, Kannika; Mjelde, James W. - In: Applied economics 49 (2017) 7, pp. 650-663
Persistent link: https://www.econbiz.de/10011810871
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Public versus private insurance system with (and without) transaction costs : optimal segmentation policy of an informed monopolist
Braouezec, Yann - In: Applied economics 51 (2019) 18, pp. 1907-1928
Persistent link: https://www.econbiz.de/10012196617
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New evidence on the impact of implicit trading costs on asset prices in the Russian stock market
Teplova, Tamara; Gurov, Sergei - In: Applied economics 54 (2022) 51, pp. 5943-5955
Persistent link: https://www.econbiz.de/10013411329