Factor Investing with Delays
The study presents a new method for calculating transaction costs in the infrequently traded corporate bond market, emphasizing the significant impact of delay costs in illiquid securities.
Featured in No. 80 on 1 Jan 2025 · 4 days after release
- Released
- 28 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5074221
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