The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Transaction costs and predictability: some utility cost calculations
Overview
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Citations
Cites
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
Hodrick, R. J. (1992) · Review of Financial Studies · doi:10.1093/rfs/5.3.351 · Cited by 1,523
Cited by
Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?
DeMiguel, V., Garlappi, L., & Uppal, R. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhm075 · Cited by 3,199
Forecasting the equity risk premium: the role of technical indicators
Neely, C. J., Rapach, D. E., Tu, J., & Zhou, G. (2014) · Management Science · doi:10.1287/mnsc.2013.1838 · Cited by 1,003
Amihud, Y., Mendelson, H., & Pedersen, L. H. (2005) · Foundations and Trends® in Finance · doi:10.1561/0500000003 · Cited by 820
Who Should Buy Long-Term Bonds?
Campbell, J. Y., & Viceira, L. M. (2001) · American Economic Review · doi:10.1257/aer.91.1.99 · Cited by 616
Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated
BENZONI, L., COLLIN‐DUFRESNE, P., & GOLDSTEIN, R. S. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01271.x · Cited by 466
Metadata
- Authors
- Balduzzi, P.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1999-04
- Volume
- 52
- Issue
- 1
- Pages
- 47-78
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2127951175
- Cited by
- 484
- References
- 1
- FWCI
- 36.91
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Transaction costs and predictability: some utility cost calculations. https://app.cochat.ai/papers/10.1016/s0304-405x(99)00004-5
- The paper
- Balduzzi, P. (1999). Transaction costs and predictability: some utility cost calculations. Journal of Financial Economics. https://doi.org/10.1016/s0304-405x(99)00004-5
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
