Open AccessDynamic Trading with Predictable Returns and Transaction Costs
Author(s) -
Nicolae Gârleanu,
Lasse Heje Pedersen
Publication year - 2009
Language(s) - English
Resource type - Reports
DOI - 10.3386/w15205
Subject(s) - transaction cost , business , database transaction , high frequency trading , financial economics , economics , commerce , algorithmic trading , monetary economics , computer science , finance , database