Sydney, NSW 2052
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
University of New South Wales - School of Banking and Finance
in Total Papers Downloads
in Total Papers Citations
Derivatives, managed funds, investment performance, portfolio risk
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: irfi.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Algorithmic trading, high frequency trading, market structure
credit rating agencies, rating bias, competition
Global, Liquidity, transaction costs, effective spread, price impact
Fragmentation, Off-Market Trading, Transparency, Anonymity, Electronic Communication Networks
Algorighmic trading, high frequency trading, capital raising, security issues
Equity fund benchmarking, Characteristic-based benchmarks
File name: acfi.
Herding, Informational cascades, Trade sequences, Leader and follower trades
Portfolio construction, Fund mimicking strategies
Dividends, franking credits, capital gains tax, ex-dividend day, institutional trading
Capital Gains Tax, Dividends, Ex-Dividend Day, Institutional Trading, Tax Credits
Individual investors, individual investor trade performance, market efficiency
Fragmentation, upstairs trading, crossing networks, liquidity, cream skimming
Dividends, franking credits, abnormal returns, volume, order imbalance
investment style, style drift, consistency, portfolio management, investment performance
market microstructure, limit orders, free trading option risk, non-execution risk
portfolio management, capital gains tax, active management
Location, Information Advantages, Portfolio Management, Investment Performance
broker choice, demographics, household investor
transaction costs, price impact, brokers
File name: IRFI.
File name: j-629X.
Herding, Informational cascades, Information confirmation, Trade sequences, Leader and follower trades, G14, G23
Liquidity, Transaction Cost Invariance, Effective Spread, Lambda
algorithmic trading; return gap; mutual fund; liquidity
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 1.108 seconds