This paper emphasizes the importance of quantitative comparative research in the social sciences. For that purpose a great variety of modem classification methods is available. The paper aims to give a selective overview of major classes of these methods and highlights the advantages and...

This paper is the first to analyze the price effects of equity trading by a pension fund. We find that, on average, these effects are non­negligible: 20 basis points for buys and 26 basis points for sells. Fur­thermore, we show that (relative) trade size and market capitalization, commonly...