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 / Preprint › Working paper

Original language	English
Place of Publication	Maastricht
Publisher	Maastricht University School of Business and Economics
Publication status	Published - 1 Jan 2006

Cite this

@techreport{6917dc04fccc40a88767cd9b200db32d,

title = "Forecasting Market Impact Costs and Identifying Expensive Trades",

author = "J.A. Bikker and L. Spierdijk and R.P.P.M. Hoevenaars and {van der Sluis}, P.J.",

year = "2006",

month = jan,

day = "1",

language = "English",

publisher = "Maastricht University School of Business and Economics",

type = "WorkingPaper",

institution = "Maastricht University School of Business and Economics",

}