Rational expectations equilibrium with transaction costs in financial markets
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DOI: 10.1016/j.frl.2011.11.001
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Cited by:
- Zhou, Deqing, 2020. "Strategic trading with transaction cost in the long run," Finance Research Letters, Elsevier, vol. 32(C).
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More about this item
Keywords
Rational expectations; Transaction cost; Information acquisition;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
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