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A transaction-cost perspective on the multitude of firm characteristics
DeMiguel, Victor; Martín-Utrera, Alberto; Nogales, … - In: The review of financial studies 33 (2020) 5, pp. 2180-2222
Persistent link: https://www.econbiz.de/10012244743
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Does household finance matter? : small financial errors with large social costs
Bhamra, Harjoat Singh; Uppal, Raman - In: The American economic review 109 (2019) 3, pp. 1116-1154
Persistent link: https://www.econbiz.de/10011992891
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Hysteresis bands on returns, holding period and transaction costs
Delgado, Francisco; Dumas, Bernard; Puopolo, Giovanni W. - In: Journal of banking & finance 57 (2015), pp. 86-100
Persistent link: https://www.econbiz.de/10011543798
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From volatility smiles to the volatility of volatility
Dumas, Bernard; Luciano, Elisa - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
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Geographic investing : stock return indexes based on company operations
Dumas, Bernard; Gabuniya, Tymur; Marston, Richard C. - In: Financial analysts journal : FAJ 79 (2023) 3, pp. 64-74
Persistent link: https://www.econbiz.de/10014321638