结果:找到“trading cost”相关内容16个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Private Information and the Costs of Trading
1 个回复 - 753 次查看 【作者(必填)】Michael J. BarclayCraig G. Dunbar 【文题(必填)】Private Information and the Costs of Trading around Quarterly Earnings Announcements 【年份(必填)】Financial Analysts Journal 01 Nov ...2019-8-4 00:53 - wangzt - 求助成功区
Asset Prices and Trading Volume under Fixed Transactions Costs
1 个回复 - 542 次查看 【作者(必填)】Andrew W. Lo, Harry Mamaysky and Jiang Wang 【文题(必填)】Asset Prices and Trading Volume under Fixed Transactions Costs 【年份(必填)】2004 【全文链接或数据库名称(选填)】Journal ...2019-7-15 10:58 - yishuiyuan2604 - 求助成功区
Trading Costs and exchange delisting:
1 个回复 - 683 次查看 【作者(必填)】Clyde, Paul, Paul Schulta, and Mir Zaman 【文题(必填)】Trading Costs and exchange delisting: The Case of firms that voluntarily move from the American Stock Exchange to the Nasdaq ...2017-4-10 08:29 - peter001199 - 求助成功区
求:The transaction cost economics (TCE) theory of trading favors
2 个回复 - 950 次查看 【作者(必填)】Alain Verbeke, Liena Kano 【文题(必填)】The transaction cost economics (TCE) theory of trading favors 【年份(必填)】Asia Pacific Journal of Management June 2013, Volume 30, Issue 2, ...2014-11-23 10:36 - 我心永恒1 - 求助成功区
论文[Dynamic Trading with Predictable Returns and Transaction Costs]
0 个回复 - 1465 次查看 Abstract We derive a closed-form optimal dynamic portfolio policy when trading is costly and security returns are predictable by signals with different mean-reversion speeds. The optimal strategy ...2014-7-31 04:04 - franklg - 金融工程(数量金融)与金融衍生品
Market quote and spread component cost behavior around trading halts
1 个回复 - 800 次查看 【作者(必填)】Kryzanowski L, Nemiroff H. 【文题(必填)】 Market quote and spread component cost behavior around trading halts for stocksinterlisted on the Montreal and Toronto Stock Exchanges 【年 ...2014-1-8 16:52 - 醋姐 - 求助成功区
Andrew W.Lo:Asset Prices and Trading Volume Under Fixed Transactions Costs
0 个回复 - 1025 次查看 Abstract: We propose a dynamic equilibrium model of asset prices and trading volume with heterogeneous agents fixed transactions costs. We show that even small fixed costs can give rise to large ...2013-5-17 21:43 - delphy_crystal - 金融学(理论版)
Asset Prices and Trading Volume under Fixed Transactions Costs by Jiang Wang
3 个回复 - 1476 次查看 Asset Prices and Trading Volume under Fixed Transactions Costs by 王江大牛。。。MIT Sloan2010-2-23 21:36 - colinzhangustc - 计量经济学与统计软件
Dynamic Trading with Predictable Returns and Transaction Costs.pdf
1 个回复 - 954 次查看 Dynamic Trading with Predictable Returns and Transaction Costs.pdf2011-12-14 13:03 - shuiyuefuxue - 金融工程(数量金融)与金融衍生品
Transaction costs and trading behavior in an immature water market
1 个回复 - 367 次查看 【作者(必填)】 Carey, J., D. Sunding, and D. Zilberman 【文题(必填)】 Transaction costs and trading behavior in an immature water market 【年份(必填)】 2002 【全文链接或数据库名称(选填)】https ...2020-7-16 22:56 - 落寞无果 - 文献求助专区
【学习笔记】2020/2/11 High Speeds Seen Increasing Costs Of Stock Trading ...
0 个回复 - 331 次查看 2020/2/11 High Speeds Seen Increasing Costs Of Stock Trading 高频交易看到股票交易成本增加 Source: 2020/1/28(WSJ)2020-2-11 07:30 - peylinn8 - Forum
请问交易成本用trading 还是transaction costs?谢谢
5 个回复 - 6807 次查看 中午好: 我看《鲁棒投资组合优化和管理》一书,请问下大家,交易成本用trading 还是transaction costs? 原文是:market frictions such as trading costs. 和 transaction costs, 二者有什么区 ...2015-3-9 14:21 - 猫的天使 - 金融工程(数量金融)与金融衍生品
Are Trading Costs Invisible in Trading Decisions?
0 个回复 - 773 次查看 Are Trading Costs Invisible in Trading Decisions? R Garvey… - The Journal of Trading, 2008 - papers.ssrn.com2011-10-9 15:42 - 金融坦然 - 文献求助专区