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The Cost of Institutional Equity Trades

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Author Info
Donald B. Keim
Ananth Madhavan

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Paper provided by Wharton School Rodney L. White Center for Financial Research in its series Rodney L. White Center for Financial Research Working Papers with number 8-98.

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Handle: RePEc:fth:pennfi:8-98

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  1. Robert Pollin & James Heintz, 2003. "Evaluation of a Proposal to Reinstate the New York Stock Transfer Tax," Research Reports rr7, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]
  2. Randi Næs, 2004. "Ownership Structure and Stock Market Liquidity," Working Paper 2004/6, Norges Bank. [Downloadable!]
  3. Anolli, Mario & Del Giudice, Alfonso, 2008. "Italian Open End Mutual Fund Costs," MPRA Paper 8111, University Library of Munich, Germany. [Downloadable!]
  4. C. V. Helliar, R. Michaelson, D. M. Power, C. D. Sinclair, 2000. "Using a portfolio management game (Finesse) to teach finance," Accounting Education, Taylor and Francis Journals, vol. 9(1), pages 37-51, March. [Downloadable!] (restricted)
  5. Hellström, Jörgen & Simonsen, Ola, 2006. "Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements?," UmeÃ¥ Economic Studies 687, Umeå University, Department of Economics. [Downloadable!]
  6. Marc Schaberg & Dean Baker & Robert Pollin, 2002. "Securities Transaction Taxes for U.S. Financial Markets," Working Papers wp20, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]
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  7. Mario Anolli & Giovanni Petrella, 2008. "Qualità della negoziazione e tutela dell'investitore," Rivista di Politica Economica, SIPI Spa, vol. 98(1), pages 295-353, January-F. [Downloadable!]
  8. Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Staff Reports (discontinued) 125, Netherlands Central Bank. [Downloadable!]
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  9. Ana Cristina Silva & Gonzalo Chavez, 2004. "Trading Costs for Emerging Market Stocks," Working Papers Economia wp04-04, Instituto de Empresa, Area of Economic Environment. [Downloadable!]
  10. Robert Battalio & Robert Jennings & Jamie Selway, 2001. "The Relationship Among Market-Making Revenue, Payment for Order Flow, and Trading Costs for Market Orders," Journal of Financial Services Research, Springer, vol. 19(1), pages 39-56, February. [Downloadable!] (restricted)
  11. Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2005. "Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs," DNB Working Papers 069, Netherlands Central Bank, Research Department. [Downloadable!]
  12. Ødegaard, Bernt Arne, 2009. "The (implicit) cost of equity trading at the Oslo Stock Exchange. What does the data tell us?," UiS Working Papers in Economics and Finance 2009/17, University of Stavanger. [Downloadable!]
  13. Jacob Bikker & Laura Spierdijk & Roy Hoevenaars & Pieter Jelle van der Sluis, 2006. "Forecasting Market Impact Costs and Identifying Expensive Trades," DNB Working Papers 095, Netherlands Central Bank, Research Department. [Downloadable!]
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  14. James Chong, 2004. "Options trading profits from correlation forecasts," Applied Financial Economics, Taylor and Francis Journals, vol. 14(15), pages 1075-1085, October. [Downloadable!] (restricted)
  15. Doran, James & Jiang, Danling & Peterson, David, 2008. "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper 9258, University Library of Munich, Germany, revised 10 Mar 2009. [Downloadable!]
  16. James Heintz & Robert Pollin, 2003. "Confronting the New York Fiscal Crisis: Raising Revenue Through Taxing Stock Market Transactions," Research Briefs rb2003-4, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]
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This page was last updated on 2009-11-20.

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