Transaction Costs And Market Impact In Investment Management
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References listed on IDEAS
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More about this item
Keywords
transaction costs; bid-ask spread; market impact Least Squares Method;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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