Pieter Jelle van der Sluis

Market impact costs of institutional equity trades

Jacob A. Bikker, Laura Spierdijk, Pieter Jelle van der Sluis · Journal of International Money and Finance · 2007 · 69 citations · Full text

Market Microstructure, Empirical Finance, Financial Economics +4

Washington meets Wall Street: A closer examination of the presidential cycle puzzle

Roman Kräussl, André Lucas, David R. Rijsbergen et al. · Journal of International Money and Finance · 2013 · 39 citations · Full text

Presidential Cycle Puzzle, Public Policy, Wall Street +9

A Reality Check on Hedge Funds Returns

Nolke Posthuma, Pieter Jelle van der Sluis · SSRN Electronic Journal · 2003 · 34 citations · Full text

Forecasting market impact costs and identifying expensive trades

Jacob A. Bikker, Laura Spierdijk, Roy P. M. M. Hoevenaars et al. · Journal of Forecasting · 2008 · 24 citations · Full text

Small Group, Market Microstructure, Asset Pricing +17

Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates

George J. Jiang, Pieter Jelle van der Sluis · European Finance Review · 1999 · 19 citations · Full text