Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs
Year of publication: |
2013-04
|
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Authors: | Hara, Chiaki |
Institutions: | Institute of Economic Research, Kyoto University |
Subject: | General equilibrium | asset markets | transaction costs | Tobin tax | constant absolute risk aversion | constant relative risk aversion |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 862 |
Classification: | D51 - Exchange and Production Economies ; D53 - Financial Markets ; D61 - Allocative Efficiency; Cost-Benefit Analysis ; D63 - Equity, Justice, Inequality, and Other Normative Criteria and Measurement ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Asset prices, trading volumes, and investor welfare in markets with transaction costs
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