Abstract
Poor execution can turn a good idea into a losing trade. Skilled traders (and their brokers) use their knowledge and experience to balance the immediacy of a transaction with the liquidity available in the market. This note reports on the work we have done to estimate the market impact of one-off trades in electronically traded futures markets.
- © 2006 Pageant Media Ltd
Don’t have access? Register today to begin unrestricted access to our database of research.
Log in using your username and password
In this issue
Measuring Market Impact and Liquidity
