The impact of asynchronous trading on Epps effect on Warsaw Stock Exchange
Gurgul, Henryk, Machno, ArturVolume:
25
Language:
english
Journal:
Central European Journal of Operations Research
DOI:
10.1007/s10100-016-0442-y
Date:
June, 2017
File:
PDF, 1.16 MB
english, 2017