Concepedia

Execution Cost Measurement

Execution Cost Measurement is a metric within liquidity measurement that quantifies the total cost incurred in converting a financial position into cash, distinguishing itself by incorporating both explicit transaction costs and implicit market impact costs associated with trade execution.

51

Publications

3.4K

Citations

138

Authors

99

Institutions

Publications per year

2017–2026

13

Parents

Publications

51

The Behavior of Stock Prices Around Institutional Trades

Louis K.C. Chan, Josef Lakonishok · The Journal of Finance · 1995 · 795 citations

, , +16

A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks

Hendrik Bessembinder, Herbert M. Kaufman · Journal of Financial and Quantitative Analysis · 1997 · 342 citations

, , +13

The optimization of queries in relational databases

Robert Philip Kooi · 1980 · 174 citations

, , +17

Institutional Trading and Soft Dollars

Jennifer Conrad, Kevin M. Johnson, Sunil Wahal · The Journal of Finance · 2001 · 159 citations

, , +15

Best position algorithms for top-k queries

Reza Akbarinia, Esther Pacitti, Patrick Valduriez · 2007 · 136 citations · Full text

, , +16

1–5 of 51

Authors

138

  1. AF
    Alex Frino

    The University of Sydney, Australia

    4 publications · 152 citations

    4

    h-index

  2. HB
    Hendrik Bessembinder

    Arizona State University, United States

    2 publications · 375 citations

    2

    h-index

  3. DG
    Deepak Garg

    Max Planck Institute for Software Systems, Germany

    2 publications · 76 citations

    2

    h-index

  4. EÇ
    Ezgi Çiçek

    Max Planck Institute for Software Systems, Germany

    2 publications · 76 citations

    2

    h-index

  5. MW
    Murray Woodside

    Carleton University, Canada

    2 publications · 70 citations

    2

    h-index

1–5 of 138

Institutions

99

  1. Arizona State University

    Tempe, United States

    4 h-index

    6 publications

    771 citations

  2. The University of Sydney

    Sydney, Australia

    4 h-index

    7 publications

    224 citations

  3. Babson College

    Wellesley, United States

    3 h-index

    3 publications

    258 citations

  4. University of Chicago

    Chicago, United States

    3 h-index

    6 publications

    476 citations

  5. University of California, Berkeley

    Berkeley, United States

    3 h-index

    5 publications

    142 citations

  6. Buffalo State University

    Buffalo, United States

    2 h-index

    2 publications

    76 citations

  7. New York University

    New York, United States

    2 h-index

    2 publications

    196 citations

  8. Carnegie Mellon University

    Pittsburgh, United States

    2 h-index

    2 publications

    76 citations

1–8 of 99

Venues

  1. SSRN Electronic Journal

    Repository · 7 publications · 338 citations

    7

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 2 publications · 43 citations

    2

    h-index

  3. ACM SIGPLAN Notices

    2 publications · 23 citations

    2

    h-index

  4. Journal of Financial Markets

    2 publications · 216 citations

    2

    h-index

  5. Journal of Banking & Finance

    2 publications · 93 citations

    2

    h-index

1–5