Three essays in transaction cost analysis
This thesis studies the impact of transaction costs on stocks prices and examine the impact of institutional investors and high frequency traders (HFTs) on market quality and transaction costs. It is comprised of three chapters. Chapter 2 uses a clean and novel field experiment to study how stock pr...
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University of Warwick
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.759718 |