Paper Listed on SSRN’s Top Ten Download List
The paper “Expected Return in High Frequency Trading,� by Assistant Professors of Finance Ben Van Vliet and Rick Cooper, was recently listed on SSRN's Top Ten download list for ERN: Other Microeconomics: General Equilibrium and Disequilibrium Models of Financial Markets (Topic) and Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal.
The paper has been accepted for publication in the Journal of Trading.