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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Transaction costs
72
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4
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Journal of financial and quantitative analysis : JFQA
The journal of finance : the journal of the American Finance Association
NBER working paper series
84
Working paper / National Bureau of Economic Research, Inc.
83
Europäische Hochschulschriften / 5
80
NBER Working Paper
67
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
61
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Journal of international business studies : JIBS ; an official journal of the Academy of International Business
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48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
47
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45
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44
Journal of institutional and theoretical economics : JITE
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Economics Papers from University Paris Dauphine
43
Gabler Edition Wissenschaft
43
Journal of financial economics
42
American journal of agricultural economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Economics letters
37
Industrial marketing management : the international journal for industrial and high-tech firms
35
Journal of economic dynamics & control
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CESifo working papers
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The journal of law, economics, & organization
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International journal of theoretical and applied finance
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Policy research working paper : WPS
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International review of economics & finance : IREF
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Swiss Finance Institute Research Paper
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Economic inquiry : journal of the Western Economic Association International
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ECONIS (ZBW)
72
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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
Model comparison with transaction costs
Detzel, Andrew
;
Novy-Marx, Robert
;
Velikov, Mihail
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1743-1775
Persistent link: https://www.econbiz.de/10014312062
Saved in:
3
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:
4
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
The journal of finance : the journal of the American …
70
(
2015
)
4
,
pp. 1555-1582
Persistent link: https://www.econbiz.de/10011449063
Saved in:
5
Optimal option portfolio strategies : deepening the puzzle of index option mispricing
Faias, José Afonso
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 277-303
Persistent link: https://www.econbiz.de/10011667735
Saved in:
6
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
Saved in:
7
Subsidizing liquidity : the impact of make/take fees on market quality
Malinova, Katya
;
Park, Andreas
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 509-536
Persistent link: https://www.econbiz.de/10010517213
Saved in:
8
Click or call? : auction versus search in the over-the-counter market
Hendershott, Terrence
;
Madhavan, Ananth Narayan
- In:
The journal of finance : the journal of the American …
70
(
2015
)
1
,
pp. 419-447
Persistent link: https://www.econbiz.de/10010501906
Saved in:
9
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
10
Predictable dynamics in higher-order risk-neutral moments : evidence from the S&P 500 options
Neumann, Michael
;
Skiadopoulos, George
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
3
,
pp. 947-977
Persistent link: https://www.econbiz.de/10010201777
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