Reference health

Asset Prices and Trading Volume under Fixed Transactions Costs

https://doi.org/10.1086/422565
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38/38 checkable references clean · checked 2026-08-11

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 38 checked references that resolve
resolves10.1016/0304-3932(91)90012-D
Asset returns with transactions costs and uninsured individual risk
resolves10.1016/0304-405X(86)90065-6
Asset pricing and the bid-ask spread
resolves10.2469/faj.v42.n3.43
Liquidity and Stock Returns
resolves10.1111/j.1467-9965.1995.tb00072.x
PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL
resolves10.2469/faj.v27.n2.12
The Only Game in Town
resolves10.2307/1882104
The Transactions Demand for Cash: An Inventory Theoretic Approach
resolves10.1016/0304-3932(85)90052-2
Adjustment costs, durables, and aggregate consumption
resolves10.1111/1467-9965.00086
Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
resolves10.2307/2297810
Smart Money, Noise Trading and Stock Price Behaviour
resolves10.1287/mnsc.22.12.1320
Stochastic Cash Management with Fixed and Proportional Transaction Costs
resolves10.1086/261410
Capital Market Equilibrium with Transaction Costs
resolves10.1287/moor.15.4.676
Portfolio Selection with Transaction Costs
resolves10.2307/1882244
The Cost of Transacting
resolves10.1086/261619
Entry and Exit Decisions under Uncertainty
resolves10.1093/rfs/5.2.153
Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World
resolves10.1111/j.1540-6261.1991.tb02675.x
An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs
resolves10.1016/0304-405X(87)90029-8
Price, trade size, and information in securities markets
resolves10.1287/moor.13.4.588
Optimal Impulse Control of Portfolios
resolves10.1016/0304-405X(81)90029-5
Valuation of risky assets in arbitrage-free economies with transactions costs
resolves10.1016/0304-405X(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.2307/2938333
Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
resolves10.1111/j.1540-6261.1988.tb04594.x
Liquidity and Market Structure
resolves10.1086/262030
Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
resolves10.1111/0022-1082.00207
Trading and Returns under Periodic Market Closures
resolves10.1017/S136510059700206X
MARKET STRUCTURE, SECURITY PRICES, AND INFORMATIONAL EFFICIENCY
resolves10.1016/S0022-0531(02)00039-X
Liquidity shocks and equilibrium liquidity premia
resolves10.1007/s007800050034
Portfolio optimisation with strictly positive transaction costs and impulse control
resolves10.2307/1913210
Continuous Auctions and Insider Trading
resolves10.1093/rfs/13.2.257
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
resolves10.1111/j.1467-9965.1995.tb00071.x
OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
resolves10.2307/1882270
On the Cost of Adjustment
resolves10.1007/BF00122795
Using tax policy to curb speculative short-term trading
resolves10.1007/BF00122806
When financial markets work too well: A cautious case for a securities transactions tax
resolves10.2307/1925776
The Interest-Elasticity of Transactions Demand For Cash
resolves10.1111/j.1540-6261.1992.tb04658.x
Arbitrage With Holding Costs: A Utility‐Based Approach
resolves10.1093/rfs/11.1.1
Transaction Costs and Asset Prices: A Dynamic Equilibrium model
resolves10.1007/s001990050268
Equilibrium interest rate and liquidity premium with transaction costs
resolves10.1086/261924
A Model of Competitive Stock Trading Volume
The 7 references without a DOI — listed, not checked
no DOI — not checkedValue, Capital, and Growth: Papers in Honour of Sir John Hicks, edited by J. N. Wolfe.
no DOI — not checkedAsset Prices and Trading
no DOI — not checkedWorking paper
no DOI — not checkedrf35
no DOI — not checkedVetterling
no DOI — not checkedTheory of Valuation: Frontiers of Modern Financial Theory
no DOI — not checkedrf43
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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