Transaction costs, trading volume, and the liquidity premium

Finance and Stochastics

Volumn 18, Issue 1, 2014, Pages 1-37

  Gerhold, Stefan ^a   Guasoni, Paolo ^b,c   Muhle Karbe, Johannes ^d   Schachermayer, Walter ^e  

^a VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

^b Boston University   (United States)

^c DUBLIN CITY UNIVERSITY   (Ireland)

^d ETH ZURICH   (Switzerland)

^e UNIVERSITY OF VIENNA   (Austria)

Author keywords

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

Indexed keywords

EID: 84891000561     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-013-0210-y     Document Type: Article

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