Trading Cost Analysis is a quantitative methodology used in finance that belongs to the class of transaction cost measurement techniques, distinguished by its focus on evaluating the total execution costs of trades, including explicit fees and implicit market impact, to assess trading performance and inform optimal order execution strategies.
127
Publications
14.2K
Citations
220
Authors
165
Institutions
Publications per year
2017–2026
18
Variants
TcaTransaction Cost Analysis
Parents
Publications
127
Harold Demsetz · The Quarterly Journal of Economics · 1968 · 1.9K citations
The Behavior of Stock Prices Around Institutional Trades
Louis K.C. Chan, Josef Lakonishok · The Journal of Finance · 1995 · 795 citations
Presidential Address: Friction
Hans R. Stoll · The Journal of Finance · 2000 · 717 citations
1–5 of 127
Authors
220
- HB
11
h-index
- JH
4
h-index
- DB
4
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- AM
4
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- PJ
4
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1–5 of 220
Institutions
165
New York University
New York, United States
6 h-index
6 publications
2.1K citations
William Carey University
Hattiesburg, United States
5 h-index
5 publications
221 citations
Arizona State University
Tempe, United States
4 h-index
5 publications
826 citations
National Bureau of Economic Research
Cambridge, United States
4 h-index
4 publications
197 citations
University of Toronto
Toronto, Canada
3 h-index
4 publications
432 citations
Vanderbilt University
Nashville, United States
3 h-index
3 publications
759 citations
Babson College
Wellesley, United States
3 h-index
3 publications
177 citations
Oklahoma State University
Stillwater, United States
3 h-index
4 publications
80 citations
1–8 of 165
Venues
- SSRN Electronic Journal
Repository · 26 publications · 1.1K citations
18
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- Financial Analysts Journal
FAJ · 8 publications · 802 citations
8
h-index
- Journal of Futures Markets
7 publications · 795 citations
7
h-index
- The Journal of Finance
6 publications · 3.1K citations
6
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- Journal of Financial Economics
5 publications · 1.1K citations
5
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1–5