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 paperProfessional

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

Cite this

Bikker, J. A., Spierdijk, L., Hoevenaars, R. P. P. M., & van der Sluis, P. J. (2006). Forecasting Market Impact Costs and Identifying Expensive Trades. Maastricht University School of Business and Economics.