Risk and Return in High-Frequency Trading.

Autor: Baron, Matthew (AUTHOR), Brogaard, Jonathan (AUTHOR), Hagströmer, Björn (AUTHOR), Kirilenko, Andrei (AUTHOR) baron@cornell.edu
Zdroj: Journal of Financial & Quantitative Analysis. Jun2019, Vol. 54 Issue 3, p993-1024. 32p.
Databáze: Business Source Ultimate