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The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.; Pástor, Ľuboš; Veronesi, Pietro - In: The journal of finance : the journal of the American … 71 (2016) 5, pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
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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
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Effects of market reform on the trading costs and depths of Nasdaq stocks
Barclay, Michael J.; Christie, William G.; Harris, … - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001355195
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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
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Variations in trading volume, return volatility, and trading costs : evidence on recent price formation models
Foster, F. Douglas - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 187-211
Persistent link: https://www.econbiz.de/10001141545
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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
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The January anomaly : effects of low share price, transaction costs, and bid-ask bias
Bhardwaj, Ravinder K. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 553-575
Persistent link: https://www.econbiz.de/10001128129
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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
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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
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Institutional equity trading costs : NYSE versus Nasdaq
Chan, Louis K. C. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 713-735
Persistent link: https://www.econbiz.de/10001222429