A transaction-cost perspective on the multitude of firm characteristics

Journal

Review of Financial Studies

Subject

Management Science and Operations

Publishing details

Review of Financial Studies 2020 Vol 33:5 p 2180-2222

Authors / Editors

DeMiguel V; Martin-Utrera A; Nogales F J; Uppal R

Biographies

DeMiguel V

Publication Year

2020

Keywords

Cross section of stock returns; Trading diversification; Factor zoo