Transactions costs and investment style: an inter-exchange analysis of institutional equity trades-Reference-Cited by-同舟云学术

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Transactions costs and investment style: an inter-exchange analysis of institutional equity trades

Published:1997-12 Issue:3 Volume:46 Page:265-292
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Keim Donald B.,Madhavan Ananth

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference28 articles.

1. Bid-ask spreads and the avoidance of odd-eighth quotes on NASDAQ: an examination of exchange listings;Barclay,1996

2. The tricks of the trade;Beebower;Journal of Portfolio Management,1980

3. The total cost of transactions on the NYSE;Berkowitz;Journal of Finance,1988

4. Soft dollars and the brokerage industry;Blume;Financial Analysts Journal,1993

5. Displayed and effective spreads by market;Blume,1992

Cited by 455 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Reducing transaction costs using intraday forecasts of limit order book slopes;Journal of Forecasting;2024-06-12

2. A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions;The Journal of Finance;2024-04-04

3. Liquidity provision and trading skill: Evidence from mutual funds' daily transactions;Review of Financial Economics;2024-04

4. Mutual fund tournaments: State-dependent risk taking with transaction costs;Emerging Markets Review;2024-03

5. Empirical Validity of Asset-Pricing Models: Evaluation at the Optimal Significance Level;2024

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