Transaction costs, trading volume, and the liquidity premium.

Stefan Gerhold Paolo Guasoni Johannes Muhle-Karbe Walter Schachermayer

Published in: Finance Stochastics (2014)

Keyphrases

transaction costs
stock exchange
financial markets
portfolio selection
portfolio optimization
stock price
futures market
stock market
search costs
portfolio management
financial data
electronic commerce
electronic markets
financial time series
information retrieval
association rules
information technology