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Using Matched Samples to Test for Differences in Trade Execution Costs · Study

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ArticleUsing Matched Samples to Test for Differences in Trade Execution Costs

Ryan J. Davies2007

OA

Articlegreen2007

Using Matched Samples to Test for Differences in Trade Execution Costs

Ryan J. Davies · Sang Soo Kim

102 citations·0/0 files stored·Journal of Financial Markets

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Financial Markets and Investment Strategies Corporate Finance and Governance Advanced Causal Inference Techniques

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References

1985Using daily stock returns 1980Measuring security price performance 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns 1991Event-study methodology under conditions of event-induced variance 2003Why are foreign firms listed in the U.S. worth more?1996Detecting abnormal operating performance: The empirical power and specification of test statistics

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Year2007

Typearticle

Published2007-01-01

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations102

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.finmar.2008.06.001

openalex_workW3124415740

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