Buy low, sell high: A high frequency trading perspective
- Submitting institution
-
University of Oxford
- Unit of assessment
- 10 - Mathematical Sciences
- Output identifier
- 3349
- Type
- D - Journal article
- DOI
-
10.1137/130911196
- Title of journal
- SIAM Journal on Financial Mathematics
- Article number
- 1
- First page
- 415
- Volume
- 5
- Issue
- 1
- ISSN
- 1945-497X
- Open access status
- Out of scope for open access requirements
- Month of publication
- January
- Year of publication
- 2014
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
2
- Research group(s)
-
H - Mathematical and Computational Finance
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -