EEMCS

Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2010) What factors increase the risk of incurring high market impact costs? Applied Economics, 42 (3). pp. 369-387. ISSN 0003-6846 *** ISI Impact 0,424 ***

Bikker, J.A. and Spierdijk, L. and Hoevenaars, R.P.M.M. and van der Sluis, P.J. (2008) Forecasting market impact costs and identifying expensive trades. Journal of Forecasting, 27 (1). pp. 21-39. ISSN 0277-6693 *** ISI Impact 0,655 ***

Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2007) Market impact costs of institutional equity trades. Journal of International Money and Finance, 26 (6). pp. 974-1000. ISSN 0261-5606 *** ISI Impact 0,836 ***

Bikker, J.A. and Spierdijk, L. and Hoevenaars, R.P.M.M. and van der Sluis, P.J. (2006) Forecasting market impact costs and identifying expensive trades. Memorandum 1792, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2005) Cheap versus expensive trades: Assessing the determinants of market impact costs. Memorandum 1781, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2004)
Market impact costs of institutional equity trades. Memorandum 1725, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690