- 2010-03-15
- ITG Global Trading Cost Review: 2009 Q4
- 2010-02-23
- ITG’s Global Commission Review: 2009 Q3
- 2010-01-21
- ITG Global Trading Cost Review: 2009 Q3
- 2009-11-01
- Adverse Selection in Dark Pools
Hitesh Mittal and Nigam Saraiya
- 2009-10-07
- ITG Discusses Adverse Selection
- 2009-09-14
- ITG Global Trading Cost Review: 2009 Q2
- 2009-08-20
- Quarterly Alternative Trading System (ATS) Overview 2009Q2
- 2009-08-02
- Robust Portfolio Rebalancing with Transaction Cost Penalty– An Empirical Analysis (Forthcoming to be published in the Journal of Investment Management)
Milan Borkovec, Michael Chigirinskiy, Vitaly Serbin
- 2009-08-01
- Transaction Costs and Equity Portfolio Capacity Analysis
Yossi Brandes, Ian Domowitz, Vitaly Serbin
- 2009-07-28
- ITG Block Trading Report: Q2 2009 Update
In this report we track equity block trading across the Canadian market (TSX and ATSs) and provide an update for Q2 2009. Table 1 shows high-level stats for June 2009: 16% of consolidated dollar volume was attributed to block trading, up from 14% last quarter.
Alison Crosthwait, Ali Yousefi
© 2010 Investment Technology Group, Inc. All rights reserved.
Not to be reproduced or retransmitted without permission.
Not to be reproduced or retransmitted without permission.