Low-Frequency Traders in a High-Frequency World: A Survival Guide
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Published:2012
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Volume:
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Author:
Lopez de Prado Marcos
Reference14 articles.
1. Optimal Execution of Portfolio Transactions;R ? Almgren;Journal of Risk,2000
2. Time-Varying Arrival Rates of Informed and Uninformed Traders;D Easley;Journal of Financial Econometrics,2008
3. The Microstructure of the Flash Crash;D Easley;The Journal of Portfolio Management,2011