Optimal VWAP trading under noisy conditions
Year of publication: |
2011
|
---|---|
Authors: | Humphery-Jenner, Mark L. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 9, p. 2319-2329
|
Subject: | Wertpapierhandel | Securities trading |
-
Grüne, Niels, (2013)
-
Individual investors repurchasing behaviour : evidence from the Portuguese stock market
Leal, Cristiana Cerqueira, (2018)
-
Hien Nguyen, (2020)
- More ...
-
Internal and external discipline following securities class actions
Humphery-Jenner, Mark L., (2012)
-
Humphery-Jenner, Mark L., (2011)
-
Optimal VWAP trading under noisy conditions
Humphery-Jenner, Mark L., (2011)
- More ...