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"Transaction costs, trading volume, and the liquidity premium."

Stefan Gerhold et al. (2014)

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DOI: 10.1007/S00780-013-0210-Y

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/GerholdGMS14
Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe, Walter Schachermayer:
Transaction costs, trading volume, and the liquidity premium. Finance Stochastics 18(1): 1-37 (2014)

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