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Issues in assessing trade execution costs
Hendrik Bessembinder
Research output
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Contribution to journal
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Article
›
peer-review
177
Scopus citations
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Business & Economics
Execution Costs
100%
Trading Costs
25%
Nasdaq
18%
Buyers
15%
New York Stock Exchange
15%
Seller
11%
Dealer Markets
10%
Auction Market
8%
Cost Estimates
7%
Finance
6%
Lag
6%
Inference
5%