Liquidity Premia and Transaction Costs

By Bong-Gyu Jang, Hyeng Keun Koo, Hong Liu, Mark Loewenstein. 2007

159 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a90c08933516e79da052300f608026f987fca495

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Kjell Arne Brekke
2. Olof Johansson-Stenman

In Finance

1. Olof Johansson-Stenman
2. Kjell Arne Brekke

Citations in the corpus

• The behavioural economics of climate change (2008, background): “non-negligible probabilities (Barro, 2006), which is somewhat similar to the explanation by Weitzman (2007a) mentioned above; transaction costs ( Jang et al., 2007 ); habit formation (Pijoan-Mas, 2007); and incomplete risk sharing among stockholders resulting from the combination of aggregate uncert”
• Dynamic Trading with Predictable Returns and Transaction Costs (2013, unknown): “…using calibrated numerical solutions, trading costs are combined with incomplete markets by Heaton and Lucas (1996), and with predictability and time-varying investment opportunity sets by Balduzzi and Lynch (1999), Lynch and Balduzzi (2000), Jang et al. (2007), and Lynch and Tan (2011).”