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An Introduction to High-Frequency Finance Dacorogna
Publisher: Academic Press

Shows a lot of the practical details that are very glossed over in academic papers and quickie whitepapers. Nice 2001 book by dacorogna et al. Daniel Weaver, Professor of Finance and Associate Director for Whitcomb Center for Research in Financial Services, points out that the average high-frequency trader's profit is $0.10 on 100 shares traded. An Introduction to High-Frequency Finance by Dacorogna. An Introduction to High-Frequency Finance. An Introduction to High-Frequency Finance Ramazan Gencay (Auteur), Michel Dacorogna (Auteur), Ulrich A. Download An Introduction to High-Frequency Finance. Capital: the story of long-term investment excellence. An introduction to high frequency finance. In actuality I now believe with the introduction of more firms that profit has now been trimmed to a lower amount especially onthe most liquid issues. Gary L Says: October 17th, 2011 at 4:05 pm. I'll bet that's not your own investment objective. An introduction to high-frequency finance.