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Cointegration, error correction, and price discovery on informationally linked security markets
Harris, Frederick H. deB.; McInish, Thomas H.; … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 563-579
Persistent link: https://www.econbiz.de/10001218096
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Clean Sweep: Informed Trading through Intermarket Sweep Orders
Chakravarty, Sugato; Jain, Pankaj; Upson, James; Wood, … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 415-437
Persistent link: https://www.econbiz.de/10009993995
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Clean sweep : informed trading through intermarket sweep orders
Chakravarty, Sugato; Jain, Pankaj K.; Upson, James; … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 415-435
Persistent link: https://www.econbiz.de/10009672553