Connecting equity and foreign exchange markets through the WM "Fix" : a trading strategy
Year of publication: |
2019
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Authors: | Sheth, Arnav ; Teeple, Keisuke |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 8.2019, 4, p. 33-53
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Subject: | foreign exchange rates | market microstructure | WM/Reuters Fix | algorithmic trading | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Wechselkurs | Exchange rate | Elektronisches Handelssystem | Electronic trading |
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