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Transaction costs
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Transaktionskosten
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Journal of financial and quantitative analysis : JFQA
The journal of trading
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
60
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
The journal of finance : the journal of the American Finance Association
51
Journal of business research : JBR
48
The review of financial studies
48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
47
Journal of banking & finance
45
Journal of financial economics
42
Journal of institutional and theoretical economics : JITE
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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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Journal of economic dynamics & control
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The journal of law, economics, & organization
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International journal of theoretical and applied finance
30
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Journal of financial markets
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Journal of institutional economics
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International review of economics & finance : IREF
25
Strategic management journal
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Economic inquiry : journal of the Western Economic Association International
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Industrial and corporate change
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Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
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The American economic review
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The journal of futures markets
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European journal of law and economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International business review : the official journal of the European International Business Academy
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International review of financial analysis
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Journal of mathematical economics
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Journal of money, credit and banking : JMCB
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Cambridge journal of economics
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Finance research letters
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Applied economics letters
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European economic review : EER
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European journal of operational research : EJOR
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ECONIS (ZBW)
49
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49
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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
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:
3
A posteriori multistage optimal trading under transaction costs and a diversification constraint
Plessen, Mogens Graf
;
Bemporad, Alberto
- In:
The journal of trading
13
(
2018
)
3
,
pp. 67-83
Persistent link: https://www.econbiz.de/10011905564
Saved in:
4
Implementation shortfall in transaction cost analysis : a further extension
Khandoker, Mohammad Sogir Hossain
;
Bhuyan, Rafiqul
; …
- In:
The journal of trading
12
(
2017
)
1
,
pp. 5-21
Persistent link: https://www.econbiz.de/10011699129
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
Deconstructing execution cost and risk
Kyj, Lada
;
Zheng, Bayao
- In:
The journal of trading
12
(
2017
)
4
,
pp. 29-37
Persistent link: https://www.econbiz.de/10011876862
Saved in:
7
An application of transaction cost in the portfolio optimization process
Chung, Grace
;
Kissell, Robert
- In:
The journal of trading
11
(
2016
)
2
,
pp. 11-20
Persistent link: https://www.econbiz.de/10011697450
Saved in:
8
Hong Kong-Shanghai connect/Hong Kong-Beijing disconnect? : scaling the Great Wall of Chinese securities trading costs
Kashyap, Ravi
- In:
The journal of trading
11
(
2016
)
3
,
pp. 81-134
Persistent link: https://www.econbiz.de/10011697624
Saved in:
9
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:
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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