Implicit transaction cost management using intraday price dynamics
Year of publication: |
2018
|
---|---|
Authors: | Mazza, Paolo ; Petitjean, Mikael |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 39, p. 4264-4274
|
Subject: | execution | liquidity | transaction costs | XLM | Transaktionskosten | Transaction costs | Kostenmanagement | Cost management | Wertpapierhandel | Securities trading | Theorie | Theory |
-
Sozialkapital und Transaktions-Controlling : Perspektiven für institutionelle Anleger
Schleef, Michael, (2001)
-
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre, (2013)
-
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre, (2015)
- More ...
-
How integrated is the European carbon derivatives market?
Mazza, Paolo, (2015)
-
Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis
Duvinage, Matthieu Du, (2016)
-
How Integrated is the European Carbon Derivatives Market?
Mazza, Paolo, (2016)
- More ...