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Optimal investment in the foreign exchange market with proportional transaction costs

โœ Scribed by Veraart, Luitgard A. M.


Book ID
115444310
Publisher
Taylor and Francis Group
Year
2011
Tongue
English
Weight
307 KB
Volume
11
Category
Article
ISSN
1469-7688

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What determines transaction costs in for
โœ Tarun Ramadorai ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 154 KB

## Abstract Using detailed data on the currency transactions of institutional fund managers, this paper shows that funds that experience high returns on their currency holdings also incur lower transaction costs on their currency trades. This finding holds both in the cross section, i.e. funds that