Evidence of feedback trading with Markov switching regimes
| Year of publication: |
2008
|
|---|---|
| Authors: | Dean, Warren G. ; Faff, Robert W. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 30.2008, 2, p. 133-152
|