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Market impact costs of institutional equity trades

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  • Bikker, Jacob A.
  • Spierdijk, Laura
  • van der Sluis, Pieter Jelle

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  • Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle, 2007. "Market impact costs of institutional equity trades," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 974-1000, October.
    • Handle: RePEc:eee:jimfin:v:26:y:2007:i:6:p:974-1000
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    8. Zhiwu Chen & Werner Stanzl & Masahiro Watanabe, 2002. "Price Impact Costs and the Limit of Arbitrage," Yale School of Management Working Papers ysm251, Yale School of Management, revised 08 Jun 2006.
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