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Notices
Bridge over ocean
1 February 1993 Research Foundation

Equity Trading Costs

Studies examining trading costs typically use a market approach or an institutional investor approach.

Hans R. Stoll

Equity Trading Costs View the full book (PDF)

Studies examining trading costs typically use a market approach or an institutional investor approach. This monograph estimates commissions and market-impact costs from revenue and expense data reported by broker/dealers and compares the estimates with those based on other approaches.