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Market impact costs of institutional equity trades

✍ Scribed by Jacob A. Bikker; Laura Spierdijk; Pieter Jelle van der Sluis

Book ID
116658804
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
291 KB
Volume
26
Category
Article
ISSN
0261-5606

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## Abstract Often, a relatively small group of trades causes the major part of the trading costs on an investment portfolio. Consequently, reducing the trading costs of comparatively few expensive trades would already result in substantial savings on total trading costs. Since trading costs depend