Implied transaction costs by leland option pricing models: A new approach and empirical evidence

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Implied transaction costs by leland option pricing models: A new approach and empirical evidence

Estimation of transaction costs in stock market is an important issue for stock trading, asset pricing, andstock market regulation etc. and it is often done by combining the bid-ask spread estimate with commissions and other fees provided by market participants which can be subjective. This study ai...

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Bibliographic Details
Main Authors:	Abdullah, Mimi Hafizah, Li, Steven
Format:	Proceeding Paper
Language:	English
Published:	2011
Subjects:	QA Mathematics
Online Access:	http://irep.iium.edu.my/11565/ http://irep.iium.edu.my/11565/1/Darwin_conference_2011_mimi.pdf

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