Author:
Bertsimas Dimitris,Lo Andrew W.
Subject
Economics and Econometrics,Finance
Reference82 articles.
1. Asset returns with transactions costs and uninsured individual risk;Aiyagari;Journal of Monetary Economics,1991
2. Stock-price manipulation;Allen;Review of Financial Studies,1992
3. Angel, J., 1994. Limit versus market orders. Working Paper No. FINC-1377-01-293, School of Business Administration, Georgetown University.
4. The measurement and control of trading costs;Arnott;Financial Analyst Journal,1990
5. Announcement effects of new equity issues and the use of intraday price data;Barclay;Journal of Financial Economics,1988
Cited by
662 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献