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Transaction costs
28
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6
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The journal of trading
NBER working paper series
84
Working paper / National Bureau of Economic Research, Inc.
83
NBER Working Paper
67
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
61
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
Discussion paper / Centre for Economic Policy Research
54
The journal of finance : the journal of the American Finance Association
51
Journal of business research : JBR
48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
47
The review of financial studies
47
Journal of banking & finance
45
Discussion paper / Tinbergen Institute
44
Journal of institutional and theoretical economics : JITE
44
Journal of financial economics
42
American journal of agricultural economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Economics letters
37
Industrial marketing management : the international journal for industrial and high-tech firms
34
Journal of economic dynamics & control
34
CESifo working papers
33
The journal of law, economics, & organization
32
International journal of theoretical and applied finance
30
Policy research working paper : WPS
30
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29
Research paper series / Swiss Finance Institute
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Journal of institutional economics
27
Strategic management journal
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25
International review of economics & finance : IREF
25
Swiss Finance Institute Research Paper
24
Discussion paper
23
Economic inquiry : journal of the Western Economic Association International
23
Industrial and corporate change
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Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations
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The American economic review
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European journal of law and economics
22
The journal of futures markets
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ECONIS (ZBW)
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1
A posteriori multistage optimal trading under transaction costs and a diversification constraint
Plessen, Mogens Graf
;
Bemporad, Alberto
- In:
The journal of trading
13
(
2018
)
3
,
pp. 67-83
Persistent link: https://www.econbiz.de/10011905564
Saved in:
2
Deconstructing execution cost and risk
Kyj, Lada
;
Zheng, Bayao
- In:
The journal of trading
12
(
2017
)
4
,
pp. 29-37
Persistent link: https://www.econbiz.de/10011876862
Saved in:
3
Implementation shortfall in transaction cost analysis : a further extension
Khandoker, Mohammad Sogir Hossain
;
Bhuyan, Rafiqul
; …
- In:
The journal of trading
12
(
2017
)
1
,
pp. 5-21
Persistent link: https://www.econbiz.de/10011699129
Saved in:
4
An application of transaction cost in the portfolio optimization process
Chung, Grace
;
Kissell, Robert
- In:
The journal of trading
11
(
2016
)
2
,
pp. 11-20
Persistent link: https://www.econbiz.de/10011697450
Saved in:
5
Hong Kong-Shanghai connect/Hong Kong-Beijing disconnect? : scaling the Great Wall of Chinese securities trading costs
Kashyap, Ravi
- In:
The journal of trading
11
(
2016
)
3
,
pp. 81-134
Persistent link: https://www.econbiz.de/10011697624
Saved in:
6
Multi-asset trading costs
Kissell, Robert
- In:
The journal of trading
8
(
2013
)
4
,
pp. 69-80
Persistent link: https://www.econbiz.de/10010211734
Saved in:
7
Balancing execution risk and trading cost in portfolio trading algorithms
Bacidore, Jeffrey M.
;
Wu, Di
;
Xu, Wenjie
- In:
The journal of trading
8
(
2013
)
4
,
pp. 37-43
Persistent link: https://www.econbiz.de/10010211738
Saved in:
8
Execution costs of market designs worldwide during the global credit crisis
Westerholm, P. Joakim
;
Leung, Henry
- In:
The journal of trading
6
(
2011
)
4
,
pp. 60-81
Persistent link: https://www.econbiz.de/10009349001
Saved in:
9
An algorithm for portfolio trades with transaction costs
Rhee, Thomas A.
- In:
The journal of trading
6
(
2011
)
4
,
pp. 53-59
Persistent link: https://www.econbiz.de/10009349005
Saved in:
10
The new world of transaction cost analysis
Conlin, William
- In:
The journal of trading
6
(
2011
)
2
,
pp. 16-17
Persistent link: https://www.econbiz.de/10009349084
Saved in:
11
Transaction cost analysis to optimize trading strategies
Gomes, Carla
;
Waelbroeck, Henri
- In:
The journal of trading
5
(
2010
)
4
,
pp. 29-38
Persistent link: https://www.econbiz.de/10008689031
Saved in:
12
Transaction costs, trading volume and momentum strategies
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joëlle
- In:
The journal of trading
5
(
2010
)
1
,
pp. 66-81
Persistent link: https://www.econbiz.de/10003931735
Saved in:
13
High-frequency equity pairs trading : transaction costs, speed of execution, and patterns in returns
Bowen, David
;
Hutchinson, Mark C.
;
O'Sullivan, Niall
- In:
The journal of trading
5
(
2010
)
3
,
pp. 31-38
Persistent link: https://www.econbiz.de/10003992724
Saved in:
14
Building and evaluating a transaction cost model : a primer
Borkovec, Milan
;
Heidle, Hans G.
- In:
The journal of trading
5
(
2010
)
2
,
pp. 57-77
Persistent link: https://www.econbiz.de/10003972570
Saved in:
15
Which factors influence trading costs in global equity markets?
Pagano, Michael S.
- In:
The journal of trading
4
(
2009
)
1
,
pp. 7-15
Persistent link: https://www.econbiz.de/10003810692
Saved in:
16
Cul de sacs and highways : an optical tour of dark pool trading performance
Domowitz, Ian
;
Finkelshteyn, Ilya
;
Yegerman, Henry
- In:
The journal of trading
4
(
2009
)
1
,
pp. 16-22
Persistent link: https://www.econbiz.de/10003810700
Saved in:
17
Comeptition between high- and low-accuracy trading platforms
Benrud, Erik
- In:
The journal of trading
4
(
2009
)
3
,
pp. 10-16
Persistent link: https://www.econbiz.de/10003870737
Saved in:
18
Measuring accuracy of trading strategies
Aldridge, Irene
- In:
The journal of trading
4
(
2009
)
3
,
pp. 17-25
Persistent link: https://www.econbiz.de/10003870739
Saved in:
19
TCA benchmarks : one or many?
Sparrow, Chris
- In:
The journal of trading
4
(
2009
)
3
,
pp. 87-89
Persistent link: https://www.econbiz.de/10003870770
Saved in:
20
2008 : the trading year in review
Kissell, Robert
;
Tannenbaum, Peter
- In:
The journal of trading
4
(
2009
)
2
,
pp. 10-23
Persistent link: https://www.econbiz.de/10003842319
Saved in:
21
When the going gets tough, the algos get going
Gurliacci, Mark
;
Jeria, David
;
Sofianos, George
- In:
The journal of trading
4
(
2009
)
2
,
pp. 34-45
Persistent link: https://www.econbiz.de/10003842325
Saved in:
22
Distributional properties and deviations of transaction sizes in US equities
Attanayake, Champike
- In:
The journal of trading
4
(
2009
)
4
,
pp. 37-40
Persistent link: https://www.econbiz.de/10003898344
Saved in:
23
Simulation of execution costs in the global institutional spot FX market
Schmidt, Anatoly B.
- In:
The journal of trading
4
(
2009
)
4
,
pp. 62-68
Persistent link: https://www.econbiz.de/10003898359
Saved in:
24
Execution costs and market design worldwide : a panel discussion
Harris, Frederick H. deB.
;
Weber, Bruce
;
Dimson, Elroy
; …
- In:
The journal of trading
3
(
2008
)
1
,
pp. 9-24
Persistent link: https://www.econbiz.de/10003744935
Saved in:
25
Transaction cost analysis and liquidity discovery with equity options
Larison, Scott
- In:
The journal of trading
3
(
2008
)
1
,
pp. 35-39
Persistent link: https://www.econbiz.de/10003745100
Saved in:
26
Are trading costs invisible in trading decisions?
Garvey, Ryan
;
Wu, Fei
- In:
The journal of trading
3
(
2008
)
4
,
pp. 51-65
Persistent link: https://www.econbiz.de/10003777834
Saved in:
27
Transaction cost analysis : a practical framework to measure costs and evaluate performance
Kissell, Robert
- In:
The journal of trading
3
(
2008
)
2
,
pp. 29-37
Persistent link: https://www.econbiz.de/10003758909
Saved in:
28
The incredible story of transaction cost management : a personal recollection
Wagner, Wayne H.
- In:
The journal of trading
3
(
2008
)
3
,
pp. 8-14
Persistent link: https://www.econbiz.de/10003758924
Saved in:
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