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The effects of an increase in equity tick size on stock and option transaction costs
Griffith, Todd; Roseman, Brian; Shang, Danjue - In: Journal of banking & finance 114 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012489027
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Trading volumes and transaction costs in the foreign exchange market : evidence from daily dollar-yen spot data
Hartmann, Philipp - In: Journal of banking & finance 23 (1999) 5, pp. 801-824
Persistent link: https://www.econbiz.de/10001379071
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A note on the effect of controlling for transaction costs on the small firm anomaly : additional Australian evidence
Aitken, Michael J. - In: Journal of banking & finance 15 (1991) 6, pp. 1195-1202
Persistent link: https://www.econbiz.de/10001115873
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Market structure and transaction costs : implied spreads in the German stock market
Haller, Andreas - In: Journal of banking & finance 13 (1989) 4, pp. 697-708
Persistent link: https://www.econbiz.de/10001075347
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Trading cost premiums in capital asset returns : a closed form solution
Kane, Alex - In: Journal of banking & finance 18 (1994) 6, pp. 1177-1183
Persistent link: https://www.econbiz.de/10001173214
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Hysteresis bands on returns, holding period and transaction costs
Delgado, Francisco; Dumas, Bernard; Puopolo, Giovanni W. - In: Journal of banking & finance 57 (2015), pp. 86-100
Persistent link: https://www.econbiz.de/10011543798
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The liquidity premium in CDS transaction prices : do frictions matter?
Gehde-Trapp, Monika; Gündüz, Yalın; Nasev, Julia - In: Journal of banking & finance 61 (2015), pp. 184-205
Persistent link: https://www.econbiz.de/10011545180
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Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity
Aghanya, Daniel; Agarwal, Vineet; Poshakwale, Sunil S. - In: Journal of banking & finance 113 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012226118
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On the transactions costs of UK quantitative easing
Breedon, Francis J. - In: Journal of banking & finance 88 (2018), pp. 347-356
Persistent link: https://www.econbiz.de/10011962928
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Portfolio selection with proportional transaction costs and predictability
Mei, Xiaoling; Nogales, Francisco J. - In: Journal of banking & finance 94 (2018), pp. 131-151
Persistent link: https://www.econbiz.de/10011966487