Strategic Cross-Trading in the U.S. Stock Market*

DOI10.1093/rof/rft055zbMath1417.91476OpenAlexW3123772657MaRDI QIDQ4554719

Clara Vega, Paolo Pasquariello

Publication date: 9 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rft055

zbMATH Keywords

trading activitystock exchangecross-price impactstrategic multi-asset speculation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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