Viability and equilibrium in securites markets with frictions
Year of publication: |
1999
|
---|---|
Authors: | Jouini, Elyès ; Kallal, Hédi D. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 9.1999, 3, p. 275-292
|
Subject: | CAPM | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory |
-
Gregoriou, A., (2003)
-
Liquidity and expected returns : evidence from 1926 - 2008
Baradarannia, M. Reza, (2013)
-
Asset pricing under the presence of transactions costs : evidence from the UK stock market
Gregoriou, Andros, (2004)
- More ...
-
Efficient trading strategies in the presence of market frictions
Jouini, Elyès, (1993)
-
Martingales and arbitrage in securities markets with transaction costs
Jouini, Elyès, (1993)
-
Arbitrage in securities markets with short sales constraints
Jouini, Elyès, (1994)
- More ...