EEMCS

Home > Publications
Home University of Twente
Education
Research
Prospective Students
Jobs
Publications
Intranet (internal)
 
 Nederlands
 Contact
 Search
 Organisation

EEMCS EPrints Service


Classification: MSC-91B28
Home Policy Brochure Browse Search User Area Contact Help

2010

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 0,586 ***

2006

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

2005

Abadir, K.M. and Spierdijk, L. (2005) The festivity effect and liquidity constraints: a test on countries with different calendars. Memorandum 1772, 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