Open AccessWeakly inefficient markets: Stability of high-frequency trading strategies
Author(s) -
S. Esipov
Publication year - 2012
Publication title -
lithuanian journal of physics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.269
H-Index - 16
eISSN - 2424-3647
pISSN - 1648-8504
DOI - 10.3952/physics.v52i2.2355
Subject(s) - inefficiency , volatility (finance) , econometrics , economics , diversification (marketing strategy) , market microstructure , trading strategy , microeconomics , business , order (exchange) , finance , marketing
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