Effective Trade Execution
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Other versions of this item:
- Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo, 2012. "Effective Trade Execution," MPRA Paper 39619, University Library of Munich, Germany.
- R. Cesari & M. Marzo & P. Zagaglia, 2012. "Effective Trade Execution," Working Papers wp836, Dipartimento Scienze Economiche, Universita' di Bologna.
- Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012. "Effective Trade Execution," Papers 1206.5324, arXiv.org.
References listed on IDEAS
- Albert J. Menkveld & Boyan Jovanovic, 2010. "Middlemen in Limit Order Markets," 2010 Meeting Papers 955, Society for Economic Dynamics.
- repec:wsi:ijtafx:v:14:y:2011:i:03:n:s0219024911006577 is not listed on IDEAS
More about this item
KeywordsOrder book; price impact; execution strategy; high frequency trading;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
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