Filled and Killed: Forecast and Realized Trading Costs Across Horizons from Global Equity and Fixed Income Portfolio Trades
A Ang, A Madhavan - Available at SSRN, 2024 - papers.ssrn.com
We analyze trading costs across regions and asset classes using unique data on 2,022
portfolio transitions from February 2016 to December 2023 comprising over USD 3.1 trillion …
portfolio transitions from February 2016 to December 2023 comprising over USD 3.1 trillion …
Predicting Stock Index Changes.
S Wilkens - Journal of Portfolio Management, 2022 - search.ebscohost.com
The addition or deletion of companies to or from a stock index has major consequences,
with a change in demand from index-tracking investors and funds constituting the most …
with a change in demand from index-tracking investors and funds constituting the most …