How much price impact should you expect on your large orders when market makers are responding strategically to it?
Albert J. Menkveld
Albert J. Menkveld
Miguel Ferreira (Nova School of Business and Economics, Portugal)
Stefan Avdjiev (Bank for International Settlements, Switzerland)
Vicente Cuñat (London School of Economics, United Kingdom)
Claire Célérier (University of Toronto, Canada)
Samuel Hartzmark (University of Chicago, United States)
Camelia M. Kuhnen (UNC Kenan-Flagler Business School, United States)
Peter Feldhutter (Copenhagen Business School, Denmark)
John Gathergood (The University of Nottingham, United Kingdom)
Isil Erel (The Ohio State University, United States)
Loriana Pelizzon (Goethe University Frankfurt, Germany)
Eduardo Dávila (Yale University, United States)
Alex Edmans (London Business School, United Kingdom)
Alex Imas (The University of Chicago Booth School of Business, United States)
Gustavo Grullon (Rice University, United States)
Annette Vissing-Jørgensen (University of California, Berkeley, United States)
Cary Frydman (University of Southern California, United States)
Gregory Phelan (Williams College, United States)
Marco Pagano (University of Napels, Italy)
Giancarlo Corsetti (University of Cambridge, United Kingdom)