Library
Chapter 18
Transaction Costs
Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.
28 referenced in this chapter
50 further reading
This chapter Library is for Research-to-Production students
R2P students unlock curated summaries of every key paper behind this chapter — the core findings, the methods, and how to apply them — plus resources we keep adding over time.
Continuous Auctions and Insider Trading
Market Microstructure: A Practitioner's Guide
Market Impact: Empirical Evidence, Theory and Practice
The Elements of Quantitative Investing
Market Impact Decay and Capacity
plus 91 more references inside