the efficiency in mining companies. In the first stage of the research the costs of coal production in 2006-2009 are … the industry is the need to improve efficiency. It is the prerequisite for survival of mining industry. Considering the … importance and topicality of the issue there are threats and opportunities regarding efficiency improvement in Polish mining …

In this paper we empirically analyze the impact of transaction costs on the performance of affine interest rate models … relatively small transaction costs are taken into account. The average transaction costs for T-bills, due to the bid-ask spread …, are around 1.5 basis points. At this size of transaction costs and for monthly holding periods, the misspecification of …

Costs of equity for individual firms are estimated in a Bayesian analysis framework using several factor-based pricing …

-of-day inventory at an exogenously determined cost. Even though the inventory costs occur only at the end of the day, they impact …

liquidity globally, cannot net trades cleared in different CCPs and this increases their collateral costs. These costs are then …

shorting costs: implicit cost due to unavailability of stocks in the short-leg to sell short and loan fee actually paid to … sample period from January 2006 to December 2017. After adjustment for these shorting costs, long–short arbitrage profits are … thus reduced by almost 40 percent. Even after adjustment for risk, the proportion of shorting costs is also substantial. If …

friction costs LCH sellers $80 million daily …