Market Microstructure
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Published By John Wiley & Sons Ltd

9781118673553, 9781119952411
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Some Recent Results on High Frequency Correlation

2013 ◽  
pp. 61-86
Author(s):  
Nicolas Huth ◽  
Frédéric Abergel
Keyword(s):  
High Frequency ◽  
Frequency Correlation

Optimal Execution of Portfolio Transactions with Short-Term Alpha

2013 ◽  
pp. 187-211 ◽  
Author(s):  
Adriana M. Criscuolo ◽  
Henri Waelbroeck
Keyword(s):  
Short Term ◽  
Optimal Execution
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