Transaction Costs, Trade Throughs, and Riskless Principal Trading

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Transaction Costs, Trade Throughs, and Riskless Principal Trading

April 21, 2016
2:00 PM - 3:00 AM
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Larry Harris, Fred V. Keenan Chair in Finance and Professor of Finance and Business Economics of the USC Marshall School of Business presented his paper analyzing the costs of trading bonds using previously unexamined quotations data consolidated across several electronic bond trading venues, Transaction Costs, Trade Throughs, and Riskless Principal Trading.