Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs Using Quantile Regression

P.J. van der Sluis, J.A. Bikker, L. Spierdijk

Research output: Book / ReportReportProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherDNB
Commissioning bodyUnknown commissioning body
Publication statusPublished - 2005

Publication series

NameSeries Dutch Central Bank
No.69

Cite this

van der Sluis, P. J., Bikker, J. A., & Spierdijk, L. (2005). Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs Using Quantile Regression. (Series Dutch Central Bank; No. 69). Amsterdam: DNB.
van der Sluis, P.J. ; Bikker, J.A. ; Spierdijk, L. / Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs Using Quantile Regression. Amsterdam : DNB, 2005. (Series Dutch Central Bank; 69).
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title = "Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs Using Quantile Regression",
author = "{van der Sluis}, P.J. and J.A. Bikker and L. Spierdijk",
year = "2005",
language = "English",
series = "Series Dutch Central Bank",
publisher = "DNB",
number = "69",

}

van der Sluis, PJ, Bikker, JA & Spierdijk, L 2005, Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs Using Quantile Regression. Series Dutch Central Bank, no. 69, DNB, Amsterdam.

Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs Using Quantile Regression. / van der Sluis, P.J.; Bikker, J.A.; Spierdijk, L.

Amsterdam : DNB, 2005. (Series Dutch Central Bank; No. 69).

Research output: Book / ReportReportProfessional

TY - BOOK

T1 - Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs Using Quantile Regression

AU - van der Sluis, P.J.

AU - Bikker, J.A.

AU - Spierdijk, L.

PY - 2005

Y1 - 2005

M3 - Report

T3 - Series Dutch Central Bank

BT - Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs Using Quantile Regression

PB - DNB

CY - Amsterdam

ER -

van der Sluis PJ, Bikker JA, Spierdijk L. Cheap versus Expensive Trades: Assessing the Determinants of Market Impact Costs Using Quantile Regression. Amsterdam: DNB, 2005. (Series Dutch Central Bank; 69).