Determinants of Transactions Costs in the Brazilian Stock Market

The Lesmond (2005) method for estimating transactions costs, based on a limited-dependent variable model, is used in order to test for the significance of plausible explanations for cross sectional cost differences. Variables such as liquidity, volatility, firm size, quality of corporate governance...

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Detaylı Bibliyografya
Yayımlandı:Revista Brasileira de Finanças
Yazar: Antonio Zoratto Sanvicente
Materyal Türü: Artigo
Dil:Inglês
Baskı/Yayın Bilgisi: Sociedade Brasileira de Finanças 2012
Konular:
Administración y Contabilidad
stock trading
Transactions cost
information asymmetry
operational efficiency
limited dependent variables
Online Erişim:https://www.redalyc.org/articulo.oa?id=305824777001
Etiketler: Etiketle
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