A Taxonomy of Anomalies and their Trading Costs
收藏NBER2014-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20721
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资源简介：
This paper studies the performance of a large number of anomalies after accounting for transaction costs, and the effectiveness of several transaction cost mitigation strategies. It finds that introducing a buy/hold spread, which allows investors to continue to hold stocks that they would not
提供机构：
美国国家经济研究局
创建时间：
2014-12-01
