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Measuring and modelling the market liquidity of stocks : methods and issues
Gabrielsen, Alexandros, (2012)
Paper profits from value, size and momentum : Evidence from the Polish market
Zaremba, Adam, (2015)
Ombres et lumières des ETF
Hamon, Jacques, (2013)
Option Pricing Under Transaction Costs: A Martingale Approach.
Koehl, P.F., (1996)
Incomplete markets, transaction costs and liquidity effects
Jouini, E., (1997)
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
Jouini, E., (2008)