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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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ECONIS (ZBW)
2,592
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1
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:
2
Arbitrage with holding costs : a utility-based approach
Tuckman, Bruce
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1283-1302
Persistent link: https://www.econbiz.de/10001133696
Saved in:
3
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
The journal of finance : the journal of the American …
70
(
2015
)
4
,
pp. 1555-1582
Persistent link: https://www.econbiz.de/10011449063
Saved in:
4
Equilibrium in a dynamic limit order market
Goettler, Ronald L.
;
Parlour, Christine A.
;
Rajan, Uday
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2149-2192
Persistent link: https://www.econbiz.de/10003159225
Saved in:
5
The price of immediacy
Chacko, George
;
Jurek, Jakub W.
;
Stafford, Erik
- In:
The journal of finance : the journal of the American …
63
(
2008
)
3
,
pp. 1253-1290
Persistent link: https://www.econbiz.de/10003822277
Saved in:
6
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:
7
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:
8
Presidential address : liquidity and price discovery
O'Hara, Maureen
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1335-1354
Persistent link: https://www.econbiz.de/10001780663
Saved in:
9
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:
10
Trading volume and transaction costs in specialist markets
George, Thomas J.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
,
pp. 1489-1505
Persistent link: https://www.econbiz.de/10001171943
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