Blar i NTNU Handelshøyskolen på tidsskrift "International Journal of Economics and Financial Issues"

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    • High-frequency Pairs Trading on a Small Stock Exchange 

      Mikkelsen, Andreas; Kjærland, Frode (Journal article; Peer reviewed, 2018)
      We study the performance of a high-frequency pairs trading (PT) strategy on the 100 most liquid stocks, in 15-min intervals, on a small commodity dominated stock exchange (Oslo Stock Exchange) using a comprehensive dataset ...

    • How can Bitcoin Price Fluctuations be Explained? 

      Kjærland, Frode; Meland, Maria; Oust, Are; Øyen, Vilde (Journal article; Peer reviewed, 2018)
      The purpose of this study is to uncover factors that explain Bitcoin’s price fluctuations. The price of the cryptocurrency Bitcoin is volatile and has increased from zero in 2009 to more than 19500 USD in December 2017. ...