SSRNTrading, Microstructure & Execution
Filled and Killed: Forecast and Realized Trading Costs across Horizons from Global Equity and Fixed Income Portfolio Trades
The research analyzes trading costs, revealing that large, complex trades can be executed affordably and that trade risk value and complexity extend trade horizons.
Featured in No. 43 on 3 Apr 2024 · 1 day after release · 0 citations today
- Released
- 2 Apr 2024
- First featured
- No. 43 · 3 Apr 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Shares when featured
- 17
- Identifier
- SSRN 4782032
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