Keyphrases
Transaction Costs
68%
Trading Costs
43%
Mitigation Techniques
41%
Sharpe Ratio
25%
Oil Price Changes
25%
Cross-sectional Stock Returns
25%
Model Comparison
25%
Show Me the Money
25%
Expected Returns
25%
Policy Risk
25%
Betting against beta
25%
Monetary Policy
25%
Oil Price
25%
Risk Pricing
25%
Asset Pricing
25%
Liquidity Risk
25%
Risk Premium
25%
Materiality Threshold
25%
Cost of Capital
25%
Federal Open Market Committee
25%
New Capital
16%
Trading Strategy
13%
Reduce Transaction Cost
12%
Negative Impact
12%
Cost Reduction
12%
Financial Economics
12%
Long-Short
11%
Expansionary Monetary Policy
10%
Response Forecast
8%
Liquidity Risk Factor
8%
Pastors
8%
Liquidity beta
8%
Oil Response
8%
Equity Trading
8%
High Turnover
8%
Cost Performance
8%
Data Snooping
8%
Effective Cost
8%
Risk Exposure
8%
Monthly Frequency
8%
Forecasting Strategies
8%
Future Earnings
8%
Stock Prices
8%
Construction Details
8%
Robustness Testing
8%
Earnings Announcements
8%
Higher Returns
8%
Aggregate Liquidity
8%
Equity Investors
8%
Limited Attention
8%
Economics, Econometrics and Finance
Transaction Costs
100%
Capital Market Returns
50%
Price
50%
Risk Factor
31%
Arbitrage
25%
Liquidity
25%
Asset Pricing
25%
Bid-Ask Spread
25%
Cost of Capital
25%
Financial Economics
18%
Factor Model
18%
Monetary Policy
16%
Cost Management
12%
Profit
12%
Key Rate
8%
Investors
6%
Finance
6%
Earnings Announcement
6%
Stock Price
6%