| Name | Last modified | Size | Description |
|---|---|---|---|
| Parent Directory | - | ||
| Evaluation of the biases in execution cost estimation using trade and quote data.pdf | 06-Feb-2026 16:34 | 173.4KB | |
| Firm-level return dispersion and the future volatility of aggregate stock market returns.pdf | 06-Feb-2026 16:34 | 213.4KB | |
| Intra-industry momentum the case of REITs.pdf | 06-Feb-2026 16:34 | 250.8KB | |
| Issues in assessing trade execution costs.pdf | 06-Feb-2026 16:34 | 194.7KB | |
| NYSE order flow, spreads, and information.pdf | 06-Feb-2026 16:34 | 214.2KB | |
| Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange.pdf | 06-Feb-2026 16:34 | 244.8KB | |
| Quantifying market order execution quality at the New York stock exchange.pdf | 06-Feb-2026 16:34 | 181.1KB | |
| The liquidity effects of revisions to the S&P 500 index an empirical analysis.pdf | 06-Feb-2026 16:34 | 333.8KB | |
| What we measure in execution cost measurement.pdf | 06-Feb-2026 16:34 | 73.4KB | |