The impact of transaction costs on state-contingent claims mispricing
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DOI: 10.1016/j.frl.2017.02.006
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Cited by:
- Chengxiao Feng & Zhubo Li & Zhen Peng, 2021. "The Impact of Banking Competition on Firm Credit Risk and Leverage," SAGE Open, , vol. 11(4), pages 21582440211, November.
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More about this item
Keywords
Transaction costs; Pricing anomalies; Heterogeneous agents; State-contingent claims; Favorite-longshot bias;All these keywords.
JEL classification:
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- G1 - Financial Economics - - General Financial Markets
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