Do high-frequency traders improve your implementation shortfall?
Year of publication: |
2020
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Authors: | Korajczyk, Robert A. ; Murphy, Dermot |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 18.2020, 1, p. 18-33
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Subject: | High-frequency trading | institutional trades | implementation shortfall | transaction costs | transaction tax | Transaktionskosten | Transaction costs | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Institutioneller Investor | Institutional investor | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Spekulation | Speculation |
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