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The Hidden Cost of Trading at the Close
David Cushing and Ananth N Madhavan
Trading Spring 2001, 2001 (1) 12-19
David Cushing
Managing principal at Inference Group LLC, in Waltham, MA.
Ananth N Madhavan
Managing director, research at ITG Inc. in New York, NY.
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Transaction Costs: A Cutting-Edge Guide to Best Execution
Vol. 2001, Issue 1
Spring 2001
The Hidden Cost of Trading at the Close
David Cushing, Ananth N Madhavan
Trading Mar 2001, 2001 (1) 12-19;
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