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SETS, Arbitrage Activity, and Stock Price Dynamics

Taylor, Nick; van Dijk, Dick; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10010324378

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10011300557

Managed portfolio performance and transaction costs

Taylor, Nicholas - In: Applied economics letters 22 (2015) 4/6, pp. 272-280

Persistent link: https://www.econbiz.de/10010506781

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas (contributor) - In: Journal of banking & finance 24 (2000) 8, pp. 1289-1306

Persistent link: https://www.econbiz.de/10001491422

SETS, arbitrage activity, and stock price dynamics

Taylor, Nick (contributor) - 1999

Persistent link: https://www.econbiz.de/10001364933

A comparison of static and dynamic portfolio policies

Wang, Jianshen; Taylor, Nicholas - In: International review of financial analysis 55 (2018), pp. 111-127

Persistent link: https://www.econbiz.de/10012006174

A service of the