Dynamic Trading with Predictable Returns and Transaction Costs

Journal of Finance

Volumn 68, Issue 6, 2013, Pages 2309-2340

  Gârleanu, Nicolae ^a   Pedersen, Lasse Heje ^b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NEW YORK UNIVERSITY   (United States)

^c Copenhagen Business School ^*  (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84883696465     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/jofi.12080     Document Type: Article

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