Items where Author is "Martin-Utrera, A"
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Number of items: 2.
Article
Li, S, DeMiguel, V and Martin-Utrera, A
(2024)
Comparing Factor Models with Price-Impact Costs.
Journal of Financial Economics.
ISSN 0304-405X
(In Press)
DeMiguel, V, Martin-Utrera, A, Nogales, F J and Uppal, R
(2020)
A Transaction-Cost Perspective on the Multitude of Firm Characteristics.
Review of Financial Studies, 33 (5).
pp. 2180-2222.
ISSN 0893-9454