High-frequency equity pairs trading : transaction costs, speed of execution, and patterns in returns
David Bowen, Mark C. Hutchinson, and Niall O’Sullivan
| Year of publication: |
2010
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|---|---|
| Authors: | Bowen, David ; Hutchinson, Mark C. ; O’Sullivan, Niall |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 22383803. - Vol. 5.2010, 3, p. 31-38
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009881827