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DP15235 Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain 智库出版物
2020
作者:  Joel PERESS;  Xi Dong;  NAMHO KANG
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Pricing anomalies  Market efficiency  Return persistence and cyclicality/seasonality  Mutual funds  Hedge funds  Slow-moving capital  Transaction costs  Limits to arbitrage  Spectral analysis  
DP14232 Global Market Inefficiencies 智库出版物
2019
作者:  Söhnke Bartram;  Mark Grinblatt
收藏  |  浏览/下载：6/0  |  提交时间：2022/09/22
International finance  Valuation  Asset pricing  Market efficiency  Fundamental analysis  Point-in-time (pit)  Transaction costs  Principal components  Instrumented principal components analy-sis (ipca)  
DP13062 A Coasian Model of International Production Chains 智库出版物
2018
作者:  Thibault Fally
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Fragmentation of production  Transaction costs  Trade in intermediate goods  Boundary of the firm  
DP12737 Liquidity Regimes and Optimal Dynamic Asset Allocation 智库出版物
2018
作者:  Pierre collin-dufresne
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Dynamic portfolio choice  Transaction costs  stochastic volatility  Price impact  Risk-parity  Mean-variance  
DP12453 The making of a national currency. Spatial transaction costs and money market integration in Spain (1825-1874) 智库出版物
2017
作者:  Pilar Nogues-Marco;  Alfonso Herranz-Loncán;  Nektarios Aslanidis
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Money market integration  Spanish national currency  Specie-point mechanism  Bills of exchange  Money market convergence  Money market efficiency  Transaction costs  Financial development  
DP12427 Some doubts about the economic analysis of the flow of silver to China in 1550-1820 智库出版物
2017
作者:  Jacques MELITZ
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Silver flows into china 1550-1820  Silver/gold exchange rates  Transaction costs in international trade  
DP12417 A Portfolio Perspective on the Multitude of Firm Characteristics 智库出版物
2017
作者:  Victor DeMiguel;  Alberto Martin-Utrera
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Anomalies  Transaction costs  Out of sample performance  Risk  
DP11632 Optimal Ownership of Public Goods in the Presence of Transaction Costs 智库出版物
2016
作者:  Patrick W. Schmitz;  Daniel Müller
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Transaction costs  Public goods  Property rights  Bargaining  Incomplete contracts  
DP11276 The Negotiators Who Knew Too Much: Transaction Costs and Incomplete Information 智库出版物
2016
作者:  Patrick W. Schmitz
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Transaction costs  Property rights  Bargaining  Incomplete information  Joint ownership  
International business cycle co-movement through the lens of individual firms 智库出版物
2016
作者:  Julian di Giovanni;  Andrei Levchenko;  Isabelle Mejean
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
poor institutions  Social ties  Transaction costs  Efficiency  efficiency-exchanging transfers