Concepedia

Trade Execution Quality

Trade Execution Quality is a metric within the domain of derivative market microstructure that assesses the efficiency, cost, and speed of order fulfillment by evaluating the proximity of executed trade prices to the prevailing market fair value, the reduction of market impact, and the promptness of execution relative to order submission.

36

Publications

2.6K

Citations

75

Authors

61

Institutions

Publications per year

2017–2026

7

Parents

Publications

36

Is market fragmentation harming market quality?

Maureen O’Hara, Mao Ye · Journal of Financial Economics · 2011 · 575 citations

, , +16

Trade Execution Costs and Market Quality after Decimalization

Hendrik Bessembinder · Journal of Financial and Quantitative Analysis · 2003 · 560 citations

, , +12

How Stock Splits Affect Trading: A Microstructure Approach

David Easley, Maureen O’Hara, Gideon Saar · Journal of Financial and Quantitative Analysis · 2001 · 255 citations

, , +17

Quote-based competition and trade execution costs in NYSE-listed stocks

Hendrik Bessembinder · Journal of Financial Economics · 2003 · 172 citations

, , +16

Equity Trading in the 21st Century: An Update

James J. Angel, Lawrence Harris, Chester S. Spatt · Quarterly Journal of Finance · 2015 · 126 citations

, , +14

1–5 of 36

Authors

75

  1. MO
    Maureen O’Hara

    Cornell University, United States

    5 publications · 987 citations

    5

    h-index

  2. TH
    Thomas H. McInish

    University of Memphis, United States

    4 publications · 99 citations

    4

    h-index

  3. KV
    Kumar Venkataraman

    Southern Methodist University, United States

    3 publications · 103 citations

    3

    h-index

  4. SV
    Siva Viswanathan

    Duke University, United States

    3 publications · 172 citations

    3

    h-index

  5. HB
    Hendrik Bessembinder

    Arizona State University, United States

    3 publications · 760 citations

    3

    h-index

1–5 of 75

Institutions

61

  1. University of Memphis

    Memphis, United States

    5 h-index

    6 publications

    142 citations

  2. Cornell University

    Ithaca, United States

    4 h-index

    6 publications

    802 citations

  3. Southern Methodist University

    Dallas, United States

    4 h-index

    6 publications

    191 citations

  4. The University of Texas at El Paso

    El Paso, United States

    3 h-index

    4 publications

    124 citations

  5. The University of Sydney

    Sydney, Australia

    3 h-index

    7 publications

    111 citations

  6. University of California, Berkeley

    Berkeley, United States

    2 h-index

    2 publications

    37 citations

  7. UNSW Sydney

    Sydney, Australia

    2 h-index

    3 publications

    51 citations

  8. United States Securities and Exchange Commission

    Washington, United States

    2 h-index

    3 publications

    73 citations

1–8 of 61

Venues

  1. SSRN Electronic Journal

    Repository · 12 publications · 395 citations

    12

    h-index

  2. Journal of Futures Markets

    2 publications · 33 citations

    2

    h-index

  3. Financial Management

    FM · 2 publications · 67 citations

    2

    h-index

  4. Review of Financial Studies

    2 publications · 64 citations

    2

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 2 publications · 815 citations

    2

    h-index

1–5