Round-trip transactions costs financial definition of Round-trip transactions costs
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Round-trip transactions costs
Round-trip transactions costs
Costs
of completing a
transaction
, including
commissions
,
market
impact costs
, and taxes.
Copyright © 2012,
Campbell R. Harvey
. All Rights Reserved.
Mentioned in
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Round Trip Transaction Costs
Transactions costs
References in periodicals archive
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We are also interested in testing the hypothesis that abnormal trading volume around the exdividend day is positively related to dividend yield and negatively related to
round-trip transactions costs
, using the bid-ask spread as a proxy.
Who trades around the ex-dividend day? Evidence from NYSE audit file data
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