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 / Report › Report › Professional

Name	Series Dutch Central Bank
No.	69

Persistent URL (handle)

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 -