Transaction fees and trading strategies in financial markets
Author:
Publisher
Franco Angeli
Reference22 articles.
1. Aitken M.J., Frino A. (1996), “Execution costs associated with institutional trades on the Australian Stock Exchange”, Pacific-Basin Finance Journal, 4: 45-58.
2. Banerjee A. (1992), “A Simple Model of Herd Behavior”, Quarterly Journal of Economics, 107: 797-817.
3. Bessembinder H. (2003), “Issues Assessing in Trade Execution Costs”, The Journal of Financial Markets, 6: 233-257.
4. Bikhchandani S., Hirshleifer D., Welch I. (1992), “A Theory of Fads, Fashion, Custom and Cultural Change as Informational Cascades”, Journal of Political Economy, 100: 992-1026.
5. Chan L.K.C., Lakonishok J. (1993), “Institutional trades and intraday stock price behaviour”, Journal of Financial Economics, 33: 173-199.
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