Dynamic Trading with Predictable Returns and Transaction Costs

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|6|2309-2340

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.6, 2013-12, pp. : 2309-2340

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Abstract