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Forecasting market impact costs and identifying expensive trades

  • J.A. Bikker
  • , L. Spierdijk
  • , R.P.M.M. Hoevenaars
  • , P.J. van der Sluis
    • extern

    Research output: Contribution to journal › Article › Academic › peer-review

    Original languageUndefined/Unknown
    Pages (from-to)21-39
    Number of pages19
    JournalJournal of Forecasting
    Volume27
    Publication statusPublished - 2008

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