We survey the growing academic literature using Abel Noser data, including 55 publications
thus far. We analyze publication patterns to explore how the availability of a specialized …

One of the most exciting recent developments in financial research is the availability of new
administrative, private sector, and micro-level datasets that did not exist a few years ago …

This chapter shows the use of a Bayesian network to model transaction costs on US equity
markets using ANcerno data, a large database of asset managers' instructions. The trading …

With growth slowing across much of the Latin America as a result of the end of the
commodity supercycle and economic rebalancing in China, as well as fragmentation of the …

Market capitalizations in the LA-7 (Brazil, Chile, Colombia, Mexico, Panama, Peru, and
Uruguay) are moderate in size by emerging market standards; however, continued growth …

This article develops a model in which trading platforms compete with the fee charged for
trading and the price accuracy of trades. The model has a stable equilibrium, which …