Transaction Costs

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  • Burhop C., Gelman S., Liquidity measures, liquidity drivers and expected returns on an early call auction market, issue 2011/19, Bonn, Max Planck Institute for Research on Collective Goods, 2011. Abstract Full textapplication/pdf icon
  • Burhop C., Gelman S., Transaction costs, liquidity and expected returns at the Berlin Stock Exchange, 1892-1913 [updated version: MPI Preprint 2011/19], issue 2010/20, Bonn, Max Planck Institute for Research on Collective Goods, 2010.