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.
32 referenced in this chapter
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
The Implementation Shortfall: Paper Versus Reality
Market Impact: Empirical Evidence, Theory and Practice
Market Impact Decay and Capacity
plus 27 more references inside