High-frequency pairs trading on a small stock exchange
Andreas Mikkelsen, Frode Kjærland
| Year of publication: |
2018
|
|---|---|
| Authors: | Mikkelsen, Andreas ; Kjærland, Frode |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 8.2018, 4, p. 78-88
|
| Subject: | Finance | Pairs Trading | Statistical Arbitrage | High-Frequency Trading | Distance Method | Cointegration | Arbitrage | Portfolio-Management | Portfolio selection | Elektronisches Handelssystem | Electronic trading | Börsenhandel | Stock exchange trading | Wertpapierhandel | Securities trading | Kointegration | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011979366