Transaction cost analytics for corporate bonds (Q5092645)
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scientific article; zbMATH DE number 7562211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transaction cost analytics for corporate bonds |
scientific article; zbMATH DE number 7562211 |
Statements
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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