Execution Risk in High-Frequency Arbitrage
Management science, 2012-11, Vol.58 (11), p.2131-2149 [Peer Reviewed Journal]Copyright 2012 ;2014 INIST-CNRS ;COPYRIGHT 2012 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Nov 2012 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.1120.1541 ;CODEN: MSCIAM
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