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The tricks of the trade
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  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,959 cited
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  • 1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades596 cited
  • 1988The implementation shortfall441 cited
  • 1988The Total Cost of Transactions on the NYSE316 cited
  • 2010Naturalistic Inquiry in Theory and Practice79 cited
  • 2001Execution Costs and Their Intraday Variation in Futures Markets37 cited
  • 1993No Arbitrage and Valuation in Markets with Realistic Transaction Costs33 cited
  • 2004A Review of Trading Cost Models25 cited
  • 2005Execution quality in open-outcry futures markets24 cited
  • 1983The Cost of Liquidity Services in Listed Options: A Note20 cited
  • 2005How broker ability affects institutional trading costs20 cited
  • 2002Does Online Trading Change Investor Behavior?18 cited
  • 1998The Common Stock Investment Performance of Individual Investors

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18 cited