Determinants of Transactions Costs in the Brazilian Stock Market
The Lesmond (2005) method for estimating transactions costs, based on a limited-dependent variable model, is used in order to test for the significance of plausible explanations for cross sectional cost differences. Variables such as liquidity, volatility, firm size, quality of corporate governance...
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| Format: | Article |
| Language: | English |
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Brazilian Society of Finance
2012-06-01
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| Series: | Revista Brasileira de Finanças |
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| Online Access: | http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/3536/2686 |