DTER and DTTER as high-frequency trading efficiency ratios
Year of publication: |
2017
|
---|---|
Authors: | Martins, Carlos Jorge Lenczewski |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 12.2017, 4, p. 39-55
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | USA | United States | Elektronisches Handelssystem | Electronic trading | Schätzung | Estimation | Theorie | Theory |
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