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The upstairs market for large-block transactions : analysis and measurement of price effects

Keim, Donald B.; Madhavan, Ananth Narayan - 1994 - Rev

Persistent link: https://www.econbiz.de/10000887996

Execution costs and investment performance : an empirical analysis of institutional equity trades

Keim, Donald B.; Madhavan, Ananth Narayan - 1994

Persistent link: https://www.econbiz.de/10000901534

Transactions costs and investment style : an inter-exchange analysis of institutional equity trades

Keim, Donald B. - In: Journal of financial economics 46 (1997) 3, pp. 265-292

Persistent link: https://www.econbiz.de/10001231523

Click or call? : auction versus search in the over-the-counter market

Hendershott, Terrence; Madhavan, Ananth Narayan - In: The journal of finance : the journal of the American … 70 (2015) 1, pp. 419-447

Persistent link: https://www.econbiz.de/10010501906

Transaction-cost modeling as a source of alpha

Coppejans, Mark; Madhavan, Ananth Narayan - In: Innovations in investment management : cutting edge …, (pp. 135-153). 2008

Persistent link: https://www.econbiz.de/10003748874

Automated versus floor trading : an analysis of execution costs on the Paris and New York exchanges

Venkataraman, Kumar - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1445-1485

Persistent link: https://www.econbiz.de/10001662241

Why do security prices change? : A transaction-level analysis of NYSE stocks

Madhavan, Ananth Narayan - In: The review of financial studies 10 (1997) 4, pp. 1035-1064

Persistent link: https://www.econbiz.de/10001229607

Liquidity, volatility, and equity trading costs across countries and over time

Domowitz, Ian (contributor); Glen, Jack D. (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001649900

Passive-aggressive trading : the supply and demand of liquidity by mutual funds

Christoffersen, Susan E. K.; Keim, Donald B.; Musto, … - 2018 - This Draft: March 9, 2018

Fund managers can demand liquidity for their trading ideas or provide liquidity for others' ideas. We identify the roles of these motives using a database of the individual transactions by Canadian equity funds. Both the cost and subsequent performance of their buys decline after strong inflows,...

Persistent link: https://www.econbiz.de/10011897965

Passive-aggressive trading : the supply and demand of liquidity by mutual funds

Christoffersen, Susan E. K.; Keim, Donald B.; Musto, … - In: Review of finance : journal of the European Finance … 26 (2022) 5, pp. 1145-1177

Persistent link: https://www.econbiz.de/10013399698