Expected return in high-frequency trading
Rick Cooper and Ben Van Vliet
| Year of publication: |
2015
|
|---|---|
| Authors: | Cooper, Rick ; Van Vliet, Benjamin |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 10.2015, 2, p. 34-40
|
| Subject: | Elektronisches Handelssystem | Electronic trading | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation | CAPM | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011290761