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Improving VWAP strategies: A d...
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Białkowski, Je̜drzej
Darolles, Serge
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Improving VWAP strategies : a dynamic volume approach
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10003774720
Saved in:
2
Decomposing volume for VWAP strategies
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
-
2005
Persistent link: https://www.econbiz.de/10003230687
Saved in:
3
Cryptocurrencies in institutional investors' portfolios : evidence from industry stop-loss rules
Białkowski, Je̜drzej
- In:
Economics letters
191
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508021
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