Realtime market microstructure analysis: online Transaction Cost Analysis
نویسندگان
چکیده
Real-time market microstructure analysis: online transaction cost analysis R. Azencott, A. Beri, Y. Gadhyan, N. Joseph, C.-A. Lehalle & M. Rowley a Department of Mathematics, University of Houston, Houton, TX, USA b Ecole Normale Supérieure Cachan, Cachan, France c Mathematical Biosciences Institute, The Ohio State University, Columbus, OH, USA d Cluster Innovation Center, University of Delhi, Delhi, India e Crédit Agricole Cheuvreux, Quantitative Research, Paris, France. f CFM, Quantitative Research, 23/25, rue de l’Université, Paris 75007, France g Rowley Consulting LLC, Quantitative Research, Princeton, NJ, USA Published online: 31 Mar 2014.
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ورودعنوان ژورنال:
- CoRR
دوره abs/1302.6363 شماره
صفحات -
تاریخ انتشار 2013