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Endogenous labor/leisure/investment choice under time constraints
Ahn, Dong-Hyun; Yoon, Sun-joong - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1157-1192
Persistent link: https://www.econbiz.de/10009516964
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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
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Idiosyncratic risk, long-term reversal, and momentum
McLean, R. David - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 883-906
Persistent link: https://www.econbiz.de/10008758091
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Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor; Martín-Utrera, Alberto; Nogales, … - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
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Implied volatilities and transaction costs
Swidler, Steven Mark - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
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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
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Counterparty risk in over-the-counter markets
Frei, Christoph; Capponi, Agostino; Brunetti, Celso - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 3, pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
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Shorting in broad daylight : short sales and venue choice
Reed, Adam V.; Samadi, Mehrdad; Sokobin, Jonathan S. - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 7, pp. 2246-2269
Persistent link: https://www.econbiz.de/10012307563
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Signaling in OTC markets : benefits and costs of transparency
Back, Kerry E.; Liu, Ruomeng; Teguia, Alberto - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10012195430
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Effect of trading relationships on execution costs in low-information-asymmetry over-the-counter markets
Issa, George; Jarnecic, Elvis - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2605-2634
Persistent link: https://www.econbiz.de/10012165928