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Asset Pricing Under the Presence of Transactions Cost:Evidence from the UK Stock Market
Gregoriou, Andros, (2004)
Information costs and liquidity effects from changes in the FTSE 100 list
Gregoriou, Andros, (2006)
Hedging under the influence of transaction costs: An empirical investigation on FTSE 100 index options
Gregoriou, Andros, (2007)