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)
Will Goetzmann (Yale School of Management, United States)
John Gathergood (The University of Nottingham, United Kingdom)
Isil Erel (The Ohio State University, United States)
Riccardo Sabbatucci (Stockholm School of Economics, Sweden) and Marcelo Medeiros (Pontifical Catholic University of Rio de Janeiro , Brazil)
Erik Gilje (Wharton School of Business, United States)
Stefano Lovo (HEC Paris, France)
Josef Zechner (WU Vienna, Austria)
Andrew Ellul (Indiana University, United States)
Nicholas Crouzet (Northwestern University, United States)
Maarten Meeuwis (Washington University in St Louis, United States)
Loriana Pelizzon (Goethe University Frankfurt, Germany)
Neeltje van Horen (University of Amsterdam)