"Execution Risk in High-Frequency Arbitrage."

Roman Kozhan, Wing Wah Tham (2012)

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DOI: 10.1287/MNSC.1120.1541

access: closed

type: Journal Article

metadata version: 2020-06-30

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Roman Kozhan, Wing Wah Tham:
Execution Risk in High-Frequency Arbitrage. Manag. Sci. 58(11): 2131-2149 (2012)

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