Random Walk Model From the Point of View of Algorithmic Trading
Year of publication: |
2019
|
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Authors: | Danyliv, Oleh |
Other Persons: | Bland, Bruce (contributor) ; Argenson, Alexandre (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Random Walk | Random walk | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Effizienzmarkthypothese | Efficient market hypothesis | Wertpapierhandel | Securities trading |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 12, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3436367 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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