Improving VWAP strategies: A dynamic volume approach
| Year of publication: |
2008
|
|---|---|
| Authors: | Bialkowski, Jedrzej ; Darolles, Serge ; Le Fol, Gaëlle |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 32.2008, 9, p. 1709-1722
|
| Publisher: |
Elsevier |