A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Intermediation.
Volume (Year): 5 (1996)
Issue (Month): 4 (October)
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Web page: http://www.elsevier.com/locate/inca/622875
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- Chitru S. Fernando & Richard J. Herring, 2001. "Liquidity Shocks, Systemic Risk, and Market Collapse: Theory and Application to the Market for Perps," Center for Financial Institutions Working Papers 01-34, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Chitru S. Fernando, 2002. "Commonality in Liquidity: Transmission of Liquidity Shocks across Investors and Securities," Center for Financial Institutions Working Papers 02-43, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Jiang Wang, 2002. "Trading Volume and Asset Prices," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 299-359, November.
- Rantapuska, Elias, 2008. "Ex-dividend day trading: Who, how, and why?: Evidence from the Finnish market," Journal of Financial Economics, Elsevier, vol. 88(2), pages 355-374, May.
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