Concepedia

Order Execution Analytics

Order Execution Analytics is a methodological framework within algorithmic trading analytics that systematically evaluates the performance and efficiency of trade execution processes by analyzing metrics such as slippage, market impact, and timing costs relative to prevailing market conditions and execution benchmarks.

14

Publications

657

Citations

36

Authors

30

Institutions

Publications per year

2017–2026

4

Parents

Publications

14

Market impact and trading profile of hidden orders in stock markets

Esteban Moro, Javier Vicente, Luis G. Moyano et al. · Physical Review E · 2009 · 216 citations · Full text

, , +10

Dimensions of Execution Quality: Recent Evidence for U.S. Equity Markets

Ekkehart Boehmer · SSRN Electronic Journal · 2003 · 74 citations · Full text

, , +17

A prescriptive analytics framework for efficient E-commerce order delivery

Shanthan Kandula, Srikumar Krishnamoorthy, Debjit Roy · Decision Support Systems · 2021 · 52 citations · Full text

, , +14

All else equal?: a multidimensional analysis of retail, market order execution quality

Robert H. Battalio, Brian Hatch, Robert H. Jennings · Journal of Financial Markets · 2003 · 52 citations

, , +14

The Probability of Limit-Order Execution

Jinwan Cho, Edward Nelling · Financial Analysts Journal · 2000 · 51 citations

, , +12

1–5 of 14

Authors

36

  1. KV
    Kumar Venkataraman

    Southern Methodist University, United States

    2 publications · 75 citations

    2

    h-index

  2. AA
    Amber Anand

    Syracuse University, United States

    2 publications · 75 citations

    2

    h-index

  3. JS
    Jonathan S. Sokobin

    United States Securities and Exchange Commission, United States

    2 publications · 75 citations

    2

    h-index

  4. MS
    Mehrdad Samadi

    Federal Reserve, United States

    2 publications · 75 citations

    2

    h-index

  5. KR
    Katharine Ross

    Goldman Sachs (United States), United States

    1 publications · 33 citations

    1

    h-index

1–5 of 36

Institutions

30

  1. Southern Methodist University

    Dallas, United States

    2 h-index

    3 publications

    123 citations

  2. Syracuse University

    Syracuse, United States

    2 h-index

    2 publications

    75 citations

  3. Libera Università Internazionale degli Studi Sociali Guido Carli

    Rome, Italy

    1 h-index

    1 publications

    216 citations

  4. North Carolina State University

    Raleigh, United States

    1 h-index

    1 publications

    15 citations

  5. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    1 h-index

    1 publications

    52 citations

  6. University of Notre Dame

    Notre Dame, United States

    1 h-index

    1 publications

    52 citations

  7. Indian Institute of Management Ahmedabad

    Ahmedabad, India

    1 h-index

    3 publications

    156 citations

  8. Institute of Mathematical Sciences

    Madrid, Spain

    1 h-index

    1 publications

    216 citations

1–8 of 30

Venues

  1. SSRN Electronic Journal

    Repository · 3 publications · 116 citations

    3

    h-index

  2. Journal of Financial Markets

    2 publications · 85 citations

    2

    h-index

  3. Financial Analysts Journal

    FAJ · 2 publications · 76 citations

    2

    h-index

  4. Decision Support Systems

    1 publications · 52 citations

    1

    h-index

  5. Physical Review E

    PRE · 1 publications · 216 citations

    1

    h-index

1–5