High-frequency equity pairs trading : transaction costs, speed of execution, and patterns in returns
Year of publication: |
2010
|
---|---|
Authors: | Bowen, David ; Hutchinson, Mark C. ; O'Sullivan, Niall |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 5.2010, 3, p. 31-38
|
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
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