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High Frequency Market Making to Large Institutional Trades
Korajczyk, Robert A., (2019)
Transaction costs for German institutional investors : empirical evidence from stock markets
Johanning, Lutz, (2015)
Measuring institutional trading costs and the implications for finance research : the case of tick size reductions
Eaton, Gregory W., (2021)
The impact of block trades on stock market behaviour : further transaction time analysis
Aitken, Michael J., (1993)
Short sales are almost instantaneously bad news : evidence from the Australian Stock Exchange
Aitken, Michael J., (1998)
The accuracy of the tick test : evidence from the Australian stock exchange
Aitken, Michael J., (1996)