scholarly journals Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs

2014 ◽  
Author(s):  
Adrian Buss ◽  
Raman Uppal ◽  
Grigory Vilkov
Keyword(s):  
General Equilibrium ◽  
Asset Prices ◽  
Recursive Utility ◽  
Transactions Costs

scholarly journals Asset Prices and Trading Volume Under Fixed Transactions Costs

10.3386/w8311 ◽  
2001 ◽  
Author(s):  
Andrew Lo ◽  
Harry Mamaysky ◽  
Jiang Wang
Keyword(s):  
Asset Prices ◽  
Trading Volume ◽  
Transactions Costs

scholarly journals Asset Prices and Trading Volume under Fixed Transactions Costs

2004 ◽  
Vol 112 (5) ◽  
pp. 1054-1090 ◽  
Author(s):  
Andrew W. Lo ◽  
Harry Mamaysky ◽  
Jiang Wang
Keyword(s):  
Asset Prices ◽  
Trading Volume ◽  
Transactions Costs
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