Search Results - subject:"Implementation shortfall"

Arnott, Rob; Li, Feifei; Linnainmaa, Juhani - In: Financial analysts journal : FAJ 80 (2024) 2, pp. 26-51

Persistent link: https://www.econbiz.de/10014576170

Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - New Trends in Asset Management: Exploring the … - 2010

The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to...

Persistent link: https://www.econbiz.de/10011705329

Asset Management in Volatile Markets

Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - 2008

Persistent link: https://www.econbiz.de/10011689936

The Implementation Shortfall of Institutional Equity Trades

Bikker, Jacob A.; Spierdijk, Laura; Sluis, Pieter Jelle … - Faculteit der Economische Wetenschappen en … - 2004

This paper is the first to analyze the price effects of equity trading by a pension fund. We find that, on average, these effects are nonnegligible: 20 basis points for buys and 26 basis points for sells. Furthermore, we show that (relative) trade size and market capitalization, commonly...

Persistent link: https://www.econbiz.de/10010783194

Asset Management in Volatile Markets

Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - SUERF - The European Money and Finance Forum

Persistent link: https://www.econbiz.de/10005018003