Implied transaction costs by Leland option pricing model: a new approach and empirical evidence
Estimation of transaction costs in a stock market is an important issue for stock trading, asset pricing, stock market regulation and so on, and it is often done by combining the bid-ask spread estimate with commissions and other fees provided by market participants, which can be subjective. This s...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Macmillan Publishers Ltd.
2012
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/28536/1/jdhf201212a.pdf http://irep.iium.edu.my/28536/4/scopus.pdf http://irep.iium.edu.my/28536/ http://www.palgrave-journals.com/jdhf/journal/v18/n4/full/jdhf201212a.html |
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