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Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
NBER working paper series
84
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Europäische Hochschulschriften / 5
80
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American journal of agricultural economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economics letters
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Industrial marketing management : the international journal for industrial and high-tech firms
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International journal of theoretical and applied finance
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ECONIS (ZBW)
66
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1
The shadow costs of illiquidity
Jansen, Kristy A. E.
;
Werker, Bas J. M.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
7
,
pp. 2693-2723
Persistent link: https://www.econbiz.de/10013428939
Saved in:
2
The effects of an increase in equity tick size on stock and option transaction costs
Griffith, Todd
;
Roseman, Brian
;
Shang, Danjue
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489027
Saved in:
3
Index fund trading costs are inversely related to fund and family size
Adams, John C.
;
Hayunga, Darren
;
Mansi, Sattar
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013463065
Saved in:
4
Investor sentiment and asset prices : evidence from the ex-day
Paudel, Shishir
;
Silveri, Sabatino
;
Wu, Mark
- In:
Journal of banking & finance
139
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013464339
Saved in:
5
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
6
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
7
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
8
DRIPs and the dividend pay date effect
Berkman, Henk
;
Koch, Paul Douglas
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1765-1795
Persistent link: https://www.econbiz.de/10011928408
Saved in:
9
Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity
Aghanya, Daniel
;
Agarwal, Vineet
;
Poshakwale, Sunil S.
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226118
Saved in:
10
Monitoring market participants, externals and financial transactions in a global financial stability environment
Duygun, Meryem
;
Miao, Jianjun
;
Östberg, Peter
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012521175
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