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Gardner, Deborah S. - 1982

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Competing with the NYSE

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Long-horizon mean reversion for the Brussels stock exchange : evidence for the 19th century

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Fondovyj rynok Rossii: ot istorii k sovremennosti : [Kruglyj Stol Fondovyj Rynok Rossii: Ot Istorii k Sovremennosti, 31 marta 2009 goda]

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Transaction costs, liquidity and expected returns at the Berlin stock exchange, 1892-1913

Burhop, Carsten; Gelman, Sergey - 2010

We estimate effective spreads and round-trip transaction costs at the Berlin Stock Exchange for the period 1892-1913 using daily stock market returns for a sample of 27 stocks. Our results show that transaction costs at the main stock exchange in a bank-based financial system at the turn of the...