✦ LIBER ✦

Dynamic Trading with Predictable Returns and Transaction Costs

✍ Scribed by GÂRLEANU, NICOLAE; PEDERSEN, LASSE HEJE

Book ID: 121531685
Publisher: John Wiley and Sons
Year: 2013
Tongue: English
Weight: 572 KB
Volume: 68
Category: Article
ISSN: 0022-1082
DOI: 10.1111/jofi.12080

No coin nor oath required. For personal study only.

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## Introduction he controversy created by "Black Monday" and the recent stock market crash Many of the proposals to deal with the perceived increased volatility' are actually proposals to increase market frictions by increasing transaction costs, increasing margins, limiting arbitrage, or banning