Forecasting Market Impact Costs and Identifying Expensive Trades

J.A. Bikker, L. Spierdijk, R.P.P.M. Hoevenaars, P.J. van der Sluis

Research output: Working paper / PreprintWorking paper

Original languageEnglish
Place of PublicationMaastricht
PublisherMaastricht University School of Business and Economics
Publication statusPublished - 1 Jan 2006

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