ON TRANSACTION COSTS IN STOCK TRADING

نویسندگان

چکیده

Liquidity is an important characteristic of a stock traded on thestock exchange. The expected value transaction costs, which takes intoaccount the transaction's volume and duration, may be consideredas measure liquidity stock. In this paper theformulas for cost, caused by bid-ask spread marketimpact are presented. Moreover, in article, problem determininga duration sale minimizes transactioncost into account forecast price exchange, considered

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ژورنال

عنوان ژورنال: Metody Ilo?ciowe w Badaniach Ekonomicznych

سال: 2022

ISSN: ['2082-792X', '2543-8565']

DOI: https://doi.org/10.22630/mibe.2017.18.1.06