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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/10003992724
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Linking human resource management and customer outcomes
Bowen, David E.; Pugh, S. Douglas - In: The Routledge companion to strategic human resource …, (pp. 502-518). 2009
Persistent link: https://www.econbiz.de/10003782904
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Understanding HRM - firm performance linkages : the role of the strength" of the HRM system
Bowen, David E.; Ostroff, Cheri - 2007
Persistent link: https://www.econbiz.de/10003590109
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The changing role of employees in service theory and practice : an interdisciplinary view
Bowen, David E. - In: Human resource management review 26 (2016) 1, pp. 4-13
Persistent link: https://www.econbiz.de/10011429245
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High Frequency Equity Pairs Trading : Transaction Costs, Speed of Execution and Patterns in Returns
Bowen, David - 2019
In this paper we examine the characteristics of high frequency pairs trading using a sample of FTSE100 constituent stocks for the period January to December 2007. We show that the excess returns of the strategy are extremely sensitive both to transaction costs and speed of execution. When we...
Persistent link: https://www.econbiz.de/10012906082