//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"The journal of finance : the journal of the American Finance Association"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Transaction cost economics"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Transaction costs
51
Transaktionskosten
51
USA
36
United States
36
Theorie
14
Theory
14
Capital income
11
Kapitaleinkommen
11
Portfolio selection
10
Portfolio-Management
10
Börsenkurs
8
Share price
8
CAPM
6
Asymmetric information
5
Asymmetrische Information
5
Financial market regulation
5
Finanzmarktregulierung
5
Liquidity
5
Liquidität
5
Bid-ask spread
4
Börsenmakler
4
Electronic trading
4
Elektronisches Handelssystem
4
Geld-Brief-Spanne
4
Institutional investor
4
Institutioneller Investor
4
Securities trading
4
Stockbrokers
4
Wertpapierhandel
4
2000
3
Adverse Selektion
3
Adverse selection
3
Aktienmarkt
3
Ankündigungseffekt
3
Announcement effect
3
Bourse
3
Börse
3
Handelsvolumen der Börse
3
Incomplete market
3
Risikoprämie
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Language
All
English
51
Author
All
Barclay, Michael J.
3
Hendershott, Terrence
3
Schultz, Paul H.
3
Christie, William G.
2
Harris, Jeffrey H.
2
Harris, Lawrence E.
2
Liu, Hong
2
Lynch, Anthony W.
2
Madhavan, Ananth Narayan
2
Nijman, Theodore E.
2
Nimalendran, Mahendrarajah
2
Piwowar, Michael S.
2
Roon, Frans de
2
Affleck-Graves, John F.
1
Atkins, Allen B.
1
Balduzzi, Pierluigi
1
Berkowitz, Stephen A.
1
Bhardwaj, Ravinder K.
1
Bossaerts, Peter L.
1
Boyle, Phelim P.
1
Brooks, LeRoy D.
1
Bruguier, Antoine J.
1
Cao, Charles Q.
1
Carhart, Mark M.
1
Chacko, George
1
Chan, Louis K. C.
1
Cho̕e, Hyuk
1
Collin-Dufresne, Pierre
1
Conrad, Jennifer S.
1
Corwin, Shane Anthony
1
Dermody, Jaime C.
1
Detzel, Andrew
1
Driessen, Joost
1
Dumas, Bernard
1
Dyl, Edward A.
1
Edwards, Amy K.
1
Eleswarapu, Venkat R.
1
Fos, Vyacheslav
1
Foster, F. Douglas
1
Garleanu, Nicolae
1
more ...
less ...
Published in...
All
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
72
NBER Working Paper
67
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
61
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
Discussion paper / Centre for Economic Policy Research
53
Journal of business research : JBR
49
The review of financial studies
47
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
Journal of banking & finance
45
Journal of institutional and theoretical economics : JITE
44
Discussion paper / Tinbergen Institute
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
34
Journal of economic dynamics & control
34
CESifo working papers
33
The journal of law, economics, & organization
32
International journal of theoretical and applied finance
30
Policy research working paper : WPS
30
Journal of financial markets
29
Journal of institutional economics
28
SpringerLink / Bücher
28
The journal of trading
28
Research paper series / Swiss Finance Institute
27
Strategic management journal
27
Applied economics
25
International review of economics & finance : IREF
25
Discussion paper
23
Economic inquiry : journal of the Western Economic Association International
23
Industrial and corporate change
23
Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
23
Swiss Finance Institute Research Paper
23
The American economic review
23
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
50
of
51
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1329-1368
Persistent link: https://www.econbiz.de/10009267672
Saved in:
7
Exploring the nature of "trader intuition"
Bruguier, Antoine J.
;
Quartz, Steven R.
;
Bossaerts, Peter L.
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1703-1723
Persistent link: https://www.econbiz.de/10008668196
Saved in:
8
The price of correlation risk : evidence from equity options
Driessen, Joost
;
Maenhout, Pascal J.
;
Vilkov, Grigory
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1377-1406
Persistent link: https://www.econbiz.de/10003871954
Saved in:
9
Trading costs and returns for US equities : estimating effective costs from daily data
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1445-1477
Persistent link: https://www.econbiz.de/10003871960
Saved in:
10
The price of immediacy
Chacko, George
;
Jurek, Jakub W.
;
Stafford, Erik
- In:
The journal of finance : the journal of the American …
63
(
2008
)
3
,
pp. 1253-1290
Persistent link: https://www.econbiz.de/10003822277
Saved in:
11
Corporate bond market transaction costs and transparency
Edwards, Amy K.
;
Harris, Lawrence E.
;
Piwowar, Michael S.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1421-1451
Persistent link: https://www.econbiz.de/10003477370
Saved in:
12
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
Saved in:
13
Analyst disagreement, mispricing, and liquidity
Sadka, Bonnie
;
Scherbina, Anna
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2367-2403
Persistent link: https://www.econbiz.de/10003550273
Saved in:
14
Secondary trading costs in the municipal bond market
Harris, Lawrence E.
;
Piwowar, Michael S.
- In:
The journal of finance : the journal of the American …
61
(
2006
)
3
,
pp. 1361-1397
Persistent link: https://www.econbiz.de/10003331514
Saved in:
15
Equilibrium in a dynamic limit order market
Goettler, Ronald L.
;
Parlour, Christine A.
;
Rajan, Uday
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2149-2192
Persistent link: https://www.econbiz.de/10003159225
Saved in:
16
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
Saved in:
17
Optimal consumption and investment with transaction costs and multiple risky assets
Liu, Hong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 289-338
Persistent link: https://www.econbiz.de/10001932310
Saved in:
18
Liquidity externalities and adverse selection : evidence from trading after hours
Barclay, Michael J.
;
Hendershott, Terrence
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 681-710
Persistent link: https://www.econbiz.de/10002013821
Saved in:
19
Presidential address : liquidity and price discovery
O'Hara, Maureen
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1335-1354
Persistent link: https://www.econbiz.de/10001780663
Saved in:
20
Do price discreteness and transactions costs affect stock returns? : Comparing ex-dividend pricing before and after decimalization
Graham, John R.
;
Michaely, Roni
;
Roberts, Michael R.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2611-2636
Persistent link: https://www.econbiz.de/10001845859
Saved in:
21
Competition among trading venues : information and trading on electronic communications networks
Barclay, Michael J.
;
Hendershott, Terrence
;
McCormick, …
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2637-2666
Persistent link: https://www.econbiz.de/10001845872
Saved in:
22
The quality of ECN and Nasdaq market maker quotes
Huang, Roger D.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1285-1319
Persistent link: https://www.econbiz.de/10001684994
Saved in:
23
Nasdaq trading halts : the impact of market mechanisms on prices, trading activity, and execution costs
Christie, William G.
;
Corwin, Shane Anthony
;
Harris, …
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1443-1478
Persistent link: https://www.econbiz.de/10001685009
Saved in:
24
Automated versus floor trading : an analysis of execution costs on the Paris and New York exchanges
Venkataraman, Kumar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1445-1485
Persistent link: https://www.econbiz.de/10001662241
Saved in:
25
Corporate bond trading costs : a peek behind the curtain
Schultz, Paul H.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 677-698
Persistent link: https://www.econbiz.de/10001604129
Saved in:
26
Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de
;
Nijman, Theodore E.
;
Werker, Bas J. M.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 721-742
Persistent link: https://www.econbiz.de/10001604133
Saved in:
27
Characteristics of risk and return in risk arbitrage
Mitchell, Mark
;
Pulvino, Todd
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2135-2175
Persistent link: https://www.econbiz.de/10001631741
Saved in:
28
Institutional trading and soft dollars
Conrad, Jennifer S.
;
Johnson, Kevin M.
;
Wahal, Sunil
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 397-416
Persistent link: https://www.econbiz.de/10001575084
Saved in:
29
Predictability and transaction costs : the impact on rebalancing rules and behavior
Lynch, Anthony W.
;
Balduzzi, Pierluigi
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2285-2309
Persistent link: https://www.econbiz.de/10001524436
Saved in:
30
Time variation of ex-dividend day stock returns and corporate dividend capture : a reexamination
Naranjo, Andy
;
Nimalendran, Mahendrarajah
;
Ryngaert, …
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2357-2372
Persistent link: https://www.econbiz.de/10001524448
Saved in:
31
Friction
Stoll, Hans R.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1479-1514
Persistent link: https://www.econbiz.de/10001505399
Saved in:
32
Mutual fund performance : an empirical decomposition into stock-picking talent, style, transactions costs, and expenses
Wermers, Russ
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1655-1695
Persistent link: https://www.econbiz.de/10001505412
Saved in:
33
Stock splits, tick size, and sponsorship
Schultz, Paul H.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 429-450
Persistent link: https://www.econbiz.de/10001497004
Saved in:
34
Hedging pressure effects in futures markets
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1437-1456
Persistent link: https://www.econbiz.de/10001497632
Saved in:
35
Effects of market reform on the trading costs and depths of Nasdaq stocks
Barclay, Michael J.
;
Christie, William G.
;
Harris, …
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001355195
Saved in:
36
Institutional equity trading costs : NYSE versus Nasdaq
Chan, Louis K. C.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 713-735
Persistent link: https://www.econbiz.de/10001222429
Saved in:
37
Does the specialist matter? : Differential execution costs and intersecurity subsidization on the New York Stock Exchange
Cao, Charles Q.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1615-1640
Persistent link: https://www.econbiz.de/10001227629
Saved in:
38
Cost of transacting and expected returns in the Nasdaq market
Eleswarapu, Venkat R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2113-2127
Persistent link: https://www.econbiz.de/10001232327
Saved in:
39
Transactions costs and holding periods for common stocks
Atkins, Allen B.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 309-325
Persistent link: https://www.econbiz.de/10001217792
Saved in:
40
Transactions costs and capital structure choice : evidence from financially distressed firms
Gilson, Stuart C.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10001217806
Saved in:
41
On persistence in mutual fund performance
Carhart, Mark M.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10001217979
Saved in:
42
Earnings announcements and the components of the bid-ask spread
Krinsky, Itzhak
- In:
The journal of finance : the journal of the American …
51
(
1996
)
4
,
pp. 1523-1535
Persistent link: https://www.econbiz.de/10001209012
Saved in:
43
Trading volume and transaction costs in specialist markets
George, Thomas J.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
,
pp. 1489-1505
Persistent link: https://www.econbiz.de/10001171943
Saved in:
44
Trading mechanisms and the components of the bid-ask spread
Affleck-Graves, John F.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
,
pp. 1471-1488
Persistent link: https://www.econbiz.de/10001171945
Saved in:
45
Variations in trading volume, return volatility, and trading costs : evidence on recent price formation models
Foster, F. Douglas
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 187-211
Persistent link: https://www.econbiz.de/10001141545
Saved in:
46
Arbitrage with holding costs : a utility-based approach
Tuckman, Bruce
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1283-1302
Persistent link: https://www.econbiz.de/10001133696
Saved in:
47
Option replication in discrete time with transaction costs
Boyle, Phelim P.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 271-293
Persistent link: https://www.econbiz.de/10001124506
Saved in:
48
The January anomaly : effects of low share price, transaction costs, and bid-ask bias
Bhardwaj, Ravinder K.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 553-575
Persistent link: https://www.econbiz.de/10001128129
Saved in:
49
An exact solution to a dynamic portfolio choice problem under transactions costs
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 577-595
Persistent link: https://www.econbiz.de/10001108563
Saved in:
50
Term structure multiplicity and clientele in markets with transactions costs and taxes
Dermody, Jaime C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 893-911
Persistent link: https://www.econbiz.de/10001073077
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->