Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators
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More about this item
Keywords
Equity Trading Costs; Spread; High/Low Estimator;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2018-09-03 (Corporate Finance)
- NEP-MST-2018-09-03 (Market Microstructure)
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