A new approach to estimate transaction costs: an empirical evidence
This study offers an innovative way as an alternative to estimate the total transaction costs in stock trading via the implied transaction costs by using the Leland option pricing model. The effectiveness of this new approach is tested by using the S&P/ASX 200 index call options data. Based on t...
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Main Author: | Abdullah, Mimi Hafizah |
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Format: | Conference or Workshop Item |
Language: | English English |
Published: |
2012
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Subjects: | |
Online Access: | http://irep.iium.edu.my/47650/4/iriie_2012_001.jpg http://irep.iium.edu.my/47650/5/1503P_2012.pdf http://irep.iium.edu.my/47650/ http://www.iium.edu.my/science/news/congratulations-all-iriie-2012-participants-award-winners-kulliyyah-science-kos |
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