Domowitz, Ian, Jack Glen, and Ananth Madhavan, 2000, Liquidity, volatility, and equity trading costs across countries and over time, Working paper. Home/Search Document Not in Database Summary Related Articles Check |
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Information Costs And Home Bias: An Analysis Of U.s.. - Ahearne, Griever.. (2000) (1 citation) (Correct)
....conclusions, perhaps because such data did not exist across a wide range of countries until 1996. To control for the effects of transaction costs we use the Elkins McSherry Co. measure of trading costs across 41 foreign markets. This measure, shown in Figure 8 and analyzed in Willoughby (1997) and Domowitz, Glen, and Madhaven (2000), is comprised of three components: commissions, fees, and market impact costs. 24 As the figure shows, it is difficult to discern a relationship between trading costs and our measure of bias across the 41 countries for which the measure is available. Among all but the highest cost countries, ....
Domowitz, I., J. Glen, and A. Madhaven, 2000. Liquidity, volatility, and equity trading costs across countries and over time. mimeo.
Securities Transaction Taxes And Financial Markets - Habermeier, Kirilenko (2000) (1 citation) (Correct)
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Domowitz, Ian, Jack Glen, and Ananth Madhavan, 2000, Liquidity, volatility, and equity trading costs across countries and over time, Working paper.
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