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Primary Article

Execution Quality at the New, Fast NYSE

Kwaku Abrokwah and George Sofianos
The Journal of Trading Winter 2008, 3 (1) 29-34; DOI: https://doi.org/10.3905/jot.2008.700225
Kwaku Abrokwah
An analyst, Equity Execution Strategies, at Goldman, Sachs & Co. in New York, NY.
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  • For correspondence: kwaku.abrokwah@gs.com
George Sofianos
A vice president, Equity Execution Strategies, at Goldman, Sachs & Co. in New York, NY.
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  • For correspondence: george.sofianos@gs.com
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Abstract

Between October 06 and January 07, the NYSE was dramatically transformed into a fast execution venue with sub-second execution times (Exhibit 1). In this report, we examine the impact of this transformation on the cost of trading at the NYSE. We find that the NYSE achieved the sharp drop in execution times without major changes in trading costs, at least for executions of up to 10,000 shares.

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The Journal of Trading
Vol. 3, Issue 1
Winter 2008
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Execution Quality at the New, Fast NYSE
Kwaku Abrokwah, George Sofianos
The Journal of Trading Dec 2007, 3 (1) 29-34; DOI: 10.3905/jot.2008.700225

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Execution Quality at the New, Fast NYSE
Kwaku Abrokwah, George Sofianos
The Journal of Trading Dec 2007, 3 (1) 29-34; DOI: 10.3905/jot.2008.700225
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