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Enhanced expected impact cost model under abnormally high volatility - Journal of Investment Strategies

Year
Secondary
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Abstract
The authors extend their impact cost model beyond the typical factors to address the larger transaction costs brought on by stock market crowding effects in
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Risk.net
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Journal
https://www.risk.net/node/7955230
Published
2022/11/18
Retrieved
2022/11/18 11:49
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