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The impact of transaction cost on rent and vacancy adjustment in the office market

机译：交易成本对写字楼市场租金和空置调整的影响

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摘要

Includes bibliographical references (p. 76-80).

机译：包括书目参考（第76-80页）。

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作者
Li Ye; 李曄;
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年度 2009
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原文格式 PDF
正文语种 eng
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1. Ten years of sale-and-leaseback transactions in The Netherlands: Large-area office space contract rent some one-fifth above market rent [J] . Aart C. Hordijk, Dirk Rompelman, Leonie Koerhuis Journal of Corporate Real Estate . 2010,第1期

机译：荷兰十年的售后回租交易：大面积办公空间合同租金约为市场租金的五分之一
2. Information Asymmetry and the Rent and Vacancy Rate Dynamics in the Office Market [J] . Chau K. W., Wong S. K. The Journal of real estate finance and economics . 2016,第2期

机译：办公市场中的信息不对称与租金和空置率动态
3. Short and long-run rent adjustment in the Dublin office market [J] . John McCartney Journal of property research . 2012,第3期

机译：都柏林办公市场的短期和长期租金调整
4. An empirical study on the impact of the Block Trades on implicit transaction costs in China's stock market [C] . Chunhua Ling, Jing Gu 2011 International Conference on E-Business and E-Government . 2011

机译：大宗交易对中国股票市场隐性交易成本影响的实证研究
5. A MODEL OF THE REGULATED HOUSING MARKET WITH FIXED PRICES AND QUANTITY RATIONING: THE STOCKHOLM PROTOTYPE (RENT CONTROL, DISCRETE CHOICE THEORY, EFFICIENCY, PARETO IMPROVEMENT, TRANSACTION COST) [D] . CHO, JOONG RAE 1986

机译：具有固定价格和定量配比的规整住房市场模型：斯德哥尔摩原型（租金控制，离散选择理论，效率，帕累托改进，交易成本）
6. Social capital and transaction costs in millet markets [O] . Damien Christophe Jacques, Eduardo Marinho, Raphaël dAndrimont, 2018

机译：小米市场的社会资本和交易成本
7. We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions (“market impact”) in the end leading to higher transaction costs. On the other hand the Iceberg trader faces a loss-in-priority when he hides his intentions, as most electronic limit order books penalize the usage of hidden liquidity. Thus the Iceberg-trader is faced with the problem to find the right trade-off. Our model provides optimal exposure strategies for Iceberg traders in limit order book markets. In particular, we provide a range of analytical statements that are in line with recent empirical findings on the determinants of trader’s exposure strategies. In this framework, we also study the market impact also market impact of limit orders. We provide optimal exposure profiles for a range of hightech stocks from the US SP500 and how they scale with the state-of-the-book. We finally test the Iceberg’s performance against the limit orders and find that Iceberg orders can significantly enhance trade performance by up to 60. [O] . Gökhan Cebiro˜glu, Ulrich Horst 100

机译：我们在限价订单簿中开发了冰山订单执行的顺序交易模型。 Iceberg-trader可以自由地揭露他的交易意图，或者（部分）屏蔽其他市场参与者的真实订单规模。订单暴露最终会导致市场反应激烈（“市场影响”），导致交易成本上升。另一方面，冰山交易员在隐藏他的意图时面临优先权损失，因为大多数电子限价订单都会惩罚隐藏流动性的使用。因此，冰山商人面临着找到正确权衡的问题。我们的模型为限额订单市场中的冰山交易者提供了最佳的风险敞口策略。特别是，我们提供了一系列分析性陈述，这些陈述与最近关于交易者暴露策略决定因素的实证研究结果一致。在此框架下，我们还研究了市场影响以及限价订单的市场影响。我们为来自美国标准普尔500指数的一系列高科技股票提供最佳曝光配置文件，以及它们如何随着本书的规模扩展。我们最终根据极限订单测试了冰山的表现，发现冰山订单可以显着提升贸易业绩高达60％。

The impact of transaction cost on rent and vacancy adjustment in the office market

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