Transaction costs: Much ado about everything

Journal of Portfolio Management

Volumn 27, Issue 2, 2001, Pages 65-74

  Berkowitz, Stephen A ^a   Logue, Dennis E ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b DARTMOUTH COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035648524     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2001.319793     Document Type: Article

References (12)

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4. Berkowitz, Stephen A., Dennis E. Logue, and Eugene Noser. "The Total Costs of Transacting on the NYSE." Journal of Finance, March 1988, pp. 97-112.
5. Demsetz, Harold. "The Cost of Transacting." Quarterly Journal of Economics, February 1968, pp. 33-53.
6. Keim, Donald B., and Ananth Madhavan. "The Cost of Institutional Equity Trades." Financial Analysts Journal July/August 1998, pp. 50-69.
7. Perold, Andre. "The Implementation Shortfall: Paper versus Reality." The Journal of Portfolio Management, Spring 1988, pp. 4-9.
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10. Treynor, Jack L. "The Invisible Costs of Trading." The Journal of Portfolio Management, Vol. 21, No. 1 (Fall 1994), pp. 71-78.
11. Wagner, Wayne H. "Looking Below the Iceberg's Tip." Plan Sponsor April 1998.
12. _. "The End of the Market as We Know It." Dow Jones Assistant Management, November/December 1998.