Browsing Student papers by Author "Aarheim, Magnus"

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    • High frequency arbitrage in foreign exchange markets 

      Aarheim, Magnus; Johnsen, Nicolai (Master thesis, 2014-02-11)
      In this thesis we investigate the efficiency of the FX market by searching for triangular and multi-currency arbitrage opportunities from 1997 to 2007. We show that both triangular and multi-currency arbitrage opportunities ...