Liquidity, volatility and equity trading costs across countries and over time
I Domowitz, J Glen, A Madhavan - International Finance, 2001 - Wiley Online Library
Actual investment performance reflects the underlying strategy of the portfolio manager and
the execution costs incurred in realizing those objectives. Execution costs, especially in …
the execution costs incurred in realizing those objectives. Execution costs, especially in …
[PDF][PDF] Global equity trading costs
I Domowitz, J Glen, A Madhavan - ITG White Paper, May, 2001 - pricing.free.fr
Actual investment performance reflects the underlying strategy of the portfolio manager and
the execution costs incurred in realizing those objectives. Recent evidence shows that …
the execution costs incurred in realizing those objectives. Recent evidence shows that …
[PDF][PDF] The Impact of Portfolio Financing on Alpha Generation by Hedge Funds
R Sloan, K Prasad - Asset Management, 2004 - opalesque.com
As investors seek absolute returns, hedge funds have grown exponentially over the past
decade. In the quest for better performance, substantial premium is being placed on alpha …
decade. In the quest for better performance, substantial premium is being placed on alpha …