Research and publications
Transaction Cost Analysis A-Z: A Step towards Best Execution in the Post-MiFID Landscape
This publication covers a broad range of material related to TCA and best execution. As understanding transaction costs is crucial to properly assessing the quality of implementation decisions and complying with the best execution obligation in the post-MiFID environment, it provides a state of the art of TCA fundamentals, undertakes a critical review of existing post-trade TCA techniques, and defines a new and complete approach.
Author(s):
Catherine D'Hondt, Jean-René Giraud
Summary:
This publication covers a broad range of material related to TCA and best execution. As understanding transaction costs is crucial to properly assessing the quality of implementation decisions and complying with the best execution obligation in the post-MiFID environment, it provides a state of the art of TCA fundamentals, undertakes a critical review of existing post-trade TCA techniques, and defines a new and complete approach.
Register to download PDF
Register/Log in| Type : | EDHEC Publication |
|---|---|
| Date : | 15/11/2008 |
| Keywords : |
Transaction Cost Analysis |
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
