Fast and Slow Arbitrage: Smart Money, Dumb Money and Mispricing in the Frequency Domain

Autor: Xi Dong, Namho Kang, Joel Peress
Rok vydání: 2019
Zdroj: SSRN Electronic Journal.
ISSN: 1556-5068
DOI: 10.2139/ssrn.3475438
Databáze: OpenAIRE