High Frequency Pairs Trading with U.S. Treasury Securities: Risks and Rewards for Hedge Funds-Reference-Cited by-同舟云学术

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High Frequency Pairs Trading with U.S. Treasury Securities: Risks and Rewards for Hedge Funds

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Nath Purnendu

Publisher

Elsevier BV

Reference11 articles.

1. Electronic Communications Networks and Market Quality

2. Gain, Loss and Asset Pricing;A E Bernardo;Journal of Political Economy,2000

3. The Treasury Yield Curve as a Cointegrated System;Michael G Bradley;Journal of Financial and Quantitative Analysis,1992

4. An Introduction to Repo Markets;Moorad Choudhry;Securities Institute (Services) Ltd

5. Institutional Trading Costs and Trading Systems

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