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Financial market frictions

Author

Listed:
  • Ramon P. DeGennaro
  • Cesare Robotti

Abstract

Market frictions, which exist even in efficient markets and change over time, impede trade but also offer profit opportunities. To provide a framework for understanding market frictions, the authors classify frictions into five categories.

Suggested Citation

  • Ramon P. DeGennaro & Cesare Robotti, 2007. "Financial market frictions," Economic Review, Federal Reserve Bank of Atlanta, vol. 92(Q 3), pages 1-16.
    • Handle: RePEc:fip:fedaer:y:2007:i:q3:p:1-16:n:v.92no.3
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    File URL: https://www.frbatlanta.org/-/media/documents/research/publications/economic-review/2007/vol92no3_degennaro-robotti.pdf
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    Citations

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    Cited by:

    1. Mamonov, M., 2018. "Lending Channel of Monetary Policy in Russia: Microeconomic Estimates for Retail and Corporative Segments of Credit Market," Journal of the New Economic Association, New Economic Association, vol. 37(1), pages 112-144.
    2. Park, Jin Suk & Newaz, Mohammad Khaleq, 2021. "Liquidity and short-run predictability: Evidence from international stock markets," Global Finance Journal, Elsevier, vol. 50(C).
    3. Franziska Wolf & Munirul H. Nabin & Sukanto Bhattacharya, 2018. "A Mathematical Demonstration of the Viability of Profit/Loss Sharing as a Debt Alternative in Presence of Market Frictions," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(3_suppl), pages 327-343, December.
    4. Ifuero Osad Osamwonyi & Osazee G. Omorokunwa, 2017. "Presidential Election and Portfolio Selections in the Nigeria Stock Exchange," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(4), pages 184-195, October.
    5. Joanna Olbryś & Elżbieta Majewska, 2014. "Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 24(1), pages 51-70.

    More about this item

    Keywords

    Financial markets;

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