Browsing Publikasjoner fra Cristin - Nord universitet by Journals "International Journal of Economics and Financial Issues"
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High-frequency Pairs Trading on a Small Stock Exchange
(Journal article; Peer reviewed, 2018)We study the performance of a high-frequency pairs trading (PT) strategy on the 100 most liquid stocks, in 15-min intervals, on a small commodity dominated stock exchange (Oslo Stock Exchange) using a comprehensive dataset ...