Market impact costs of institutional equity trades

Journal of International Money and Finance

Volumn 26, Issue 6, 2007, Pages 974-1000

  Bikker, Jacob A ^a   Spierdijk, Laura ^b   van der Sluis, Pieter Jelle ^c  

^a Supervisory Policy Division   (Netherlands)

^b UNIVERSITY OF GRONINGEN   (Netherlands)

^c VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Institutional equity trading; Market impact costs; Price effects; Trading costs

Indexed keywords

EID: 34447626138     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2007.01.007     Document Type: Article

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