Transaction costs, frequent trading, and stock prices
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference30 articles.
1. Asset pricing with liquidity risk;Acharya;J. Financ. Econ.,2005
2. Optimal execution of portfolio transactions;Almgren;J. Risk,2000
3. Asset pricing and the Bid–Ask spread;Amihud;J. Financ. Econ.,1986
4. Predicting equity liquidity;Breen;Manage. Sci.,2002
5. The dynamic properties of financial-market equilibrium with trading fees;Buss;J. Finance,2019
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