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isPartOf:"Financial market structure and dynamics : proceedings of a conference held by the Bank of Canada, November 2001"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"NBER Working Paper"
~isPartOf:"Swiss Finance Institute Research Paper"
~subject:"algorithmic trading"
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Financial market structure and dynamics : proceedings of a conference held by the Bank of Canada, November 2001
International journal of theoretical and applied finance
NBER Working Paper
Swiss Finance Institute Research Paper
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Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
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2
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
3
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
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