A review of trading cost models: Reducing transaction costs
A Freyre-Sanders, R Guobuzaite… - The Journal of Investing, 2004 - pm-research.com
Over the last few years, transaction cost analysis has been one of the biggest areas of
investment for both the buy and sell side of the equity industry. This increased focus has led …
investment for both the buy and sell side of the equity industry. This increased focus has led …
Market liquidity risk: elusive no more: defining and quantifying market liquidity risk
K Loebnitz - 2006 - essay.utwente.nl
The concept of market liquidity risk has not been satisfactorily treated in financial literature.
Clear definitions as well as an understanding of the phenomenon are lacking. This paper …
Clear definitions as well as an understanding of the phenomenon are lacking. This paper …
An examination of liquidity risk and liquidity risk measures
A Bhyat - 2010 - open.uct.ac.za
Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk
management. In both practice and theory most of finance is silent regarding its scope and …
management. In both practice and theory most of finance is silent regarding its scope and …
A Review of Trading Cost Models: Reducing Transaction Costs
A Freyre-Sanders, R Guobuzaite… - The Journal of Trading …, 2005 - pm-research.com
Over the last few years, transaction cost analysis has been one of the biggest areas of
investment for both the buy and sell side of the equity industry. This increased focus has led …
investment for both the buy and sell side of the equity industry. This increased focus has led …