Transaction cost analytics for corporate bonds (Q5092645): Difference between revisions

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Revision as of 22:23, 19 April 2024

scientific article; zbMATH DE number 7562211
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English
Transaction cost analytics for corporate bonds
scientific article; zbMATH DE number 7562211

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    Transaction cost analytics for corporate bonds (English)
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    22 July 2022
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    bond liquidity
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    transaction costs analysis
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    price impact
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    enhanced TRACE
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    regression analysis
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    regularization method
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    data-driven decision making
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