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The estimation of transaction costs in arbitrage models · Study

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ArticleThe estimation of transaction costs in arbitrage models

Pablo T. Sampson Spiller1988

Article1988

The estimation of transaction costs in arbitrage models

Pablo T. Sampson Spiller · Robert O. Wood

61 citations·0/0 files stored·Journal of Econometrics

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Merger and Competition Analysis Financial Markets and Investment Strategies Economics of Agriculture and Food Markets

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References

1977Formulation and estimation of stochastic frontier production function models 1986The theory and practice of econometrics 1983Transaction costs and the small firm effect 1983Transaction costs and the small firm effect 1986On the Extent of the Market: Wholesale Gasoline in the Northeastern United States 1984Violations of the Gold Points, 1890-1908 1986The Efficiency of the Dollar-Sterling Gold Standard, 1890-1908 1986Testing deviations from purchasing power parity

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Year1988

Typearticle

Published1988-11-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations61

Files0 public / 0

ShelfMerger and Competition Analysis

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doi10.1016/0304-4076(88)90061-9

openalex_workW1995327610

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