Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs

By Amber Anand, Paul J. Irvine, Andy Puckett, K. Venkataraman. 2012

197 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/0add81653ed194389cf6f803ada2efdfd79884b3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. R. D. McLean
2. Alex Edmans
3. Francesco A. Franzoni
4. Clifford G. Holderness
5. Turan G. Bali
6. A. Shleifer
7. O. Lamont
8. Noah Stoffman

In Finance

1. R. D. McLean
2. Alex Edmans
3. Turan G. Bali
4. Francesco A. Franzoni
5. A. Shleifer
6. O. Lamont
7. Clifford G. Holderness
8. Jeremy C. Stein

Citations in the corpus

• High-Frequency Market Making to Large Institutional Trades (2018, unknown): “This is a standard approach used in other studies of institutional trading, such as Keim and Madhavan (1997) and Anand et al. (2012).”
• Does Academic Research Destroy Stock Return Predictability (2016, background): “(2009) and Anand et al. (2012)). Consistent with this idea, Chordia, Subrahmanyam, and Tong (2013) show that the returns of the 12 anomalies decline after 1993, which they attribute to an increase in hedge funds and lower trading costs.”
• Institutional Trading and Stock Resiliency: Evidence from the 2007-2009 Financial Crisis (2013, unknown): “Anand et al. / Journal of Financial Economics 108 (2013) 773–797 774”