We survey recent research in accounting anomalies and fundamental analysis. We use
forecasting of future earnings and returns as our organizing framework and suggest a …

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on
algorithmic trading processes and current trading models, sits apart from others of its kind …

Transaction costs and transaction cost analysis (TCA) has captured renewed attention in the
financial industry due to the recent increase in electronic orderflow and algorithmic trading …

Deal returns of private equity (PE) transactions are strongly influenced by EV/EBITDA
multiple expansion, which in turn is the result of differences in deal pricing from entry to exit …

Fintech brokers engaging in a high-frequency trading payment for order flow (HFT-PFOF)
model are compensated proportional to the amount of trading activity happening in their …

Asset managers often have to spread their order executions over several days to minimize
liquidity impact. In this paper, we present a framework for evaluating multi-day execution …