High Frequency Equity Pairs Trading : Transaction Costs, Speed of Execution and Patterns in Returns
Year of publication: |
2019
|
---|---|
Authors: | Bowen, David |
Other Persons: | Hutchinson, Mark C. (contributor) ; O'Sullivan, Niall (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Trading, Summer 2010, Vol. 5, No. 3, 31-38 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2010 erstellt Volltext nicht verfügbar |
Classification: | G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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