International high-frequency arbitrage for cross-listed stocks
Year of publication: |
July 2021
|
---|---|
Authors: | Poutré, Cédric ; Dionne, Georges ; Yergeau, Gabriel |
Publisher: |
Montréal (Québec) : Bureau de Montreal, Université de Montreal |
Subject: | Latency arbitrage | cross-listed stock | high-frequency trading | limit order | market order | synthetic hedging instrument | mean-reverting arbitrage | international arbitrage | supervised machine learning | Arbitrage | Elektronisches Handelssystem | Electronic trading | Internationaler Finanzmarkt | International financial market | Hedging | Zweitlisting | Dual listing | Arbitrage Pricing | Arbitrage pricing | Wertpapierhandel | Securities trading |
Extent: | 1 Online-Ressource (circa 86 Seiten) Illustrationen |
---|---|
Series: | CIRRELT. - Montréal (Québec), Canada : [CIRRELT], ZDB-ID 3003614-8. - Vol. CIRRELT-2021, 29 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric, (2021)
-
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric, (2023)
-
Intraday indirect arbitrage between European index ETFs
Bassiouny, Aliaa, (2021)
- More ...
-
International High-Frequency Arbitrage for Cross-Listed Stocks
Poutré, Cédric, (2021)
-
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric, (2021)
-
The profitability of lead-lag arbitrage at high frequency
Poutré, Cédric, (2024)
- More ...