Toxic arbitrage
Year of publication: |
April 2017
|
---|---|
Authors: | Foucault, Thierry ; Kozhan, Roman ; Tham, Wing Wah |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 30.2017, 4, p. 1053-1094
|
Subject: | Arbitrage | Adverse Selektion | Adverse selection | Geld-Brief-Spanne | Bid-ask spread | Elektronisches Handelssystem | Electronic trading | Handelsvolumen der Börse | Trading volume | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | Eurozone | Euro area | 2003-2004 |
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