Dynamics of financial markets and transaction costs: A graph-based study

F Lillo, R Valdés - Research in International Business and Finance, 2016 - Elsevier
In financial markets, trading patterns influence the behaviour of arbitrage, surveillance, risk
management and pricing returns. The analysis of these patterns is important for defining …

[PDF][PDF] Research in International Business and Finance

F Lillo, R Valdés - 2016 - pucv.cl
abstract In financial markets, trading patterns influence the behaviour of arbitrage,
surveillance, risk management and pricing returns. The analysis of these patterns is …