Measures of implicit trading costs and buy-sell asymmetry

Journal of Financial Markets

Volumn 12, Issue 3, 2009, Pages 418-437

  Hu, Gang ^a  

^a BABSON COLLEGE   (United States)

Author keywords

Buy sell asymmetry; Implementation shortfall; Institutional trading; Trading cost measurement; VWAP

Indexed keywords

EID: 67649365462     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2009.03.002     Document Type: Article

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