EEMCS

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 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