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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

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

Publication series

NameSeries Dutch Central Bank
No.69

Persistent URL (handle)

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