Asset prices and trading volume under fixed transactions costs

Journal of Political Economy

Volumn 112, Issue 5, 2004, Pages 1054-1090

  Lo, Andrew W ^a,b   Mamaysky, Harry ^c,d   Wang, Jiang ^a,b,e  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c MORGAN STANLEY   (United States)

^d YALE UNIVERSITY   (United States)

^e China Center for Financial Research   (China)

Author keywords

[No Author keywords available]

Indexed keywords

MODELING; PRICE DYNAMICS; THEORETICAL STUDY; TRANSACTION COST;

EID: 8744227880     PISSN: 00223808     EISSN: None     Source Type: Journal    
DOI: 10.1086/422565     Document Type: Article

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