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High-frequency equity pairs trading : transaction costs, speed of execution, and patterns in returns
Bowen, David
;
Hutchinson, Mark C.
;
O’Sullivan, Niall
- In:
The journal of trading
5
(
2010
)
3
,
pp. 31-38
Persistent link: https://www.econbiz.de/10009881827
Saved in:
2
High-frequency equity pairs trading : transaction costs, speed of execution, and patterns in returns
Bowen, David
;
Hutchinson, Mark C.
;
O'Sullivan, Niall
- In:
The journal of trading
5
(
2010
)
3
,
pp. 31-38
Persistent link: https://www.econbiz.de/10003992724
Saved in:
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