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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
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Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.; Tan, Sinan - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
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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
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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
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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
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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
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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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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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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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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