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Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Peress, Joël; Xi, Dong; Kang, Namho - 2020
Persistent link: https://www.econbiz.de/10012300568
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Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias; Maurer, Thomas; Pezzo, Luca; Taylor, … - 2024
Persistent link: https://www.econbiz.de/10014530271
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Optimal dynamic asset allocation with transaction costs : the role of hedging demands
Collin-Dufresne, Pierre; Daniel, Kent; Sağlam, Mehmet - 2024
Persistent link: https://www.econbiz.de/10015110582
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Transaction costs and capacity of systematic corporate bond strategies
Ivashchenko, Alexey; Kosowski, Robert L. - 2023
Persistent link: https://www.econbiz.de/10014418127
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2020
Persistent link: https://www.econbiz.de/10012300973
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The low-minus-high portfolio and the factor zoo
Andrei, Daniel; Cujean, Julien; Fournier, Mathieu - 2019
Persistent link: https://www.econbiz.de/10012208010
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The crypto cycle and institutional investors
Copestake, Alexander; Furceri, Davide; Terracciano, Tammaro - 2024
Persistent link: https://www.econbiz.de/10015332134
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The non-U.S. bank demand for U.S. dollar assets
Adrian, Tobias; Xie, Peichu - 2020
Persistent link: https://www.econbiz.de/10012211332
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International portfolio choice with frictions : evidence from mutual funds
Bacchetta, Philippe; Tièche, Simon; Van Wincoop, Eric - 2020
Persistent link: https://www.econbiz.de/10012230021
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Green tilts
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A. - 2023
Persistent link: https://www.econbiz.de/10014325538