Record link: 
http://hdl.handle.net/20.500.12708/156330
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Title: 
Transaction Costs, Trading Volume, and the Liquidity Premium
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Citation: 
Gerhold, S., Guasoni, P., Muhle-Karbe, J., & Schachermayer, W. (2014). Transaction Costs, Trading Volume, and the Liquidity Premium. Finance and Stochastics, 18(1), 1–37. https://doi.org/10.1007/s00780-013-0210-y
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Publisher DOI: 
10.1007/s00780-013-0210-y
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Publication Type: 
Article - Original Research Article
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Language: 
English
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Authors: 
Gerhold, Stefan 
Guasoni, Paolo 
Muhle-Karbe, Johannes 
Schachermayer, Walter 
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Organisational Unit: 
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Journal: 
Finance and Stochastics 
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ISSN: 
0949-2984
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Date (published): 
2014
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Number of Pages: 
37
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Publisher: 
SPRINGER HEIDELBERG
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Peer reviewed: 
Yes
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Research Areas: 
Mathematical Methods in Economics: 40%
Fundamental Mathematics Research: 60%
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Science Branch: 
Mathematik
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Appears in Collections:
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