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subject:"Trading frictions"
(32 results)
1
A new measure of asset pricing : friction-adjusted three-factor model
Nurhayati, Immas
;
Endri, Endri
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
12
,
pp. 605-613
Persistent link: https://www.econbiz.de/10012672098
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2
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
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