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Frazzini et al., 2018 - Google Patents

Trading costs

Frazzini et al., 2018

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Document ID
8795970616581027048
Author
Frazzini A
Israel R
Moskowitz T
Publication year
Publication venue
Available at SSRN 3229719

External Links

Snippet

Using 1.7 trillion dollars of live trade execution data from a large institutional money manager across 21 developed equity markets over a 19-year period, we measure the real- world trading costs and price impact function of a large trader. We provide a novel …
Continue reading at papers.ssrn.com (PDF) (other versions)

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