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Transaction cost analysis A-Z : a step towards best execution in the post-Mifid landscape.

EDHEC Publication

D'HONDT Catherine ; GIRAUD Jean-René

GROUPE EDHEC

2008

98

133.47-DHOND

COST ANALYSIS ; CAPITAL MARKET


Number of copies : 1
No. Call n° Bar code Commentary
1 Réserve - Ask a librarian
[not for loan]

Url : https://risk.edhec.edu/publications/transaction-cost-analysis-z-step-towards-best-execution-post-mifid-landscape

Contents :
Introduction

I. Transaction Cost Analysis as Part of the Investment Process
II. Transaction Cost Components and Drivers
III. Measuring Transaction Costs with Post-Trade Analysis
IV. Estimating Transaction Costs with Pre-Trade Analysis
V. Trading Performance Measurement
VI. A New Framework: the EBEX Indicators

Language : English

Place of publishing : NICE

Figure(s) : Schémas

Material : Paper

Owner : Bibliothèque