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Market-Making and the Assessment of Market Efficiency.

Logue, Dennis E - In: Journal of Finance 30 (1975) 1, pp. 115-23

Persistent link: https://www.econbiz.de/10005302544

Term Premia on Euro Rates.

Logue, Dennis E; Sweeney, Richard James - In: Journal of Finance 39 (1984) 3, pp. 747-55

Persistent link: https://www.econbiz.de/10005302855

Arbitrage Pricing Theory and Utility Stock Returns.

Bower, Dorothy H; Bower, Richard S; Logue, Dennis E - In: Journal of Finance 39 (1984) 4, pp. 1041-54

Persistent link: https://www.econbiz.de/10005302983

The Total Cost of Transactions on the NYSE.

Berkowitz, Stephen A; Logue, Dennis E; Noser Jr., Eugene A - In: Journal of Finance 43 (1988) 1, pp. 97-112

A measure of execution on market impact cost is developed; it is the difference between a transaction price and th e volume weighted average price for that day. Fourteen thousand insti tutional trades are examined. Market impact costs average five basis points. Commission costs average eighteen...

Persistent link: https://www.econbiz.de/10005214074