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17-092/IV - High-Frequency Trading around Large Institutional Orders


  • Authors
    Vincent van Kervel; Albert J. Menkveld, VU University Amsterdam; Tinbergen Institute, The Netherlands
  • Publication date
    September 29, 2017
  • Keywords
    High-frequency traders, institutional investors, trading patterns, transaction cost
  • JEL
    G10, G14, G15