Michael Sotiropoulos

Bank of America - Bank of America Merrill Lynch

Managing Director

United States

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Scholarly Papers (1)

1.

Short-Term Trading Skill: An Analysis of Investor Heterogeneity and Execution Quality

Number of pages: 68 Posted: 11 Jul 2014 Last Revised: 09 Oct 2018
Mehmet Saglam, Ciamac C. Moallemi and Michael Sotiropoulos
University of Cincinnati - Department of Finance - Real Estate, Columbia Business School - Decision Risk and Operations and Bank of America - Bank of America Merrill Lynch
Downloads 383 (93,164)
Citation 2

Abstract:

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Short-term Return Predictability, Institutional Trading, Execution Quality, Algorithmic Trading