Transaction Costs, Trading Volume, and the Liquidity Premium - Research Collection

Metadata only

Author

Gerhold, Stefan

Guasoni, Paolo

Muhle-Karbe, Johannes

Schachermayer, Walter

Date

2014-01

Type

Journal Article

Citations

Cited 25 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s00780-013-0210-y

Journal / series

Finance and Stochastics

Volume

18(1)

Pages / Article No.

1 - 37

Publisher

Springer

Subject

Transaction costs; Long-run; Portfolio choice; Liquidity premium; Trading volume

Organisational unit

03899 - Muhle-Karbe, Johannes (ehemalig)

Notes

Received 17 February 2012, Accepted 23 January 2013, Published online 29 May 2013.

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Citations

Cited 25 times in Web of Science

ETH Bibliography

yes

Altmetrics