Implied transaction costs by Leland option pricing model: a new approach and empirical evidence

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Implied transaction costs by Leland option pricing model: a new approach and empirical evidence

Estimation of transaction costs in a stock market is an important issue for stock trading, asset pricing, stock market regulation and so on, 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 s...

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Bibliographic Details
Main Authors:	Li, Steven, Abdullah, Mimi Hafizah
Format:	Article
Language:	English English
Published:	Macmillan Publishers Ltd. 2012
Subjects:	HG4001 Financial management. Business finance. Corporation finance.
Online Access:	http://irep.iium.edu.my/28536/ http://irep.iium.edu.my/28536/1/jdhf201212a.pdf http://irep.iium.edu.my/28536/4/scopus.pdf

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