A new approach to estimate transaction costs: an empirical evidence

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A new approach to estimate transaction costs: an empirical evidence

This study offers an innovative way as an alternative to estimate the total transaction costs in stock trading via the implied transaction costs by using the Leland option pricing model. The effectiveness of this new approach is tested by using the S&P/ASX 200 index call options data. Based on t...

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Bibliographic Details
Main Author:	Abdullah, Mimi Hafizah
Format:	Proceeding Paper
Language:	English English
Published:	2012
Subjects:	HG Finance Q Science (General) QA Mathematics
Online Access:	http://irep.iium.edu.my/47650/ http://irep.iium.edu.my/47650/4/iriie_2012_001.jpg http://irep.iium.edu.my/47650/5/1503P_2012.pdf

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