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Sampling frequency and the performance of different types of technical trading rules
Hudson, Robert; McGroarty, Frank; Urquhart, Andrew - In: Finance research letters 22 (2017), pp. 136-139
Persistent link: https://www.econbiz.de/10011808000
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The impact of transaction costs on state-contingent claims mispricing
Restocchi, Valerio; McGroarty, Frank; Gerding, Enrico; … - In: Finance research letters 23 (2017), pp. 174-178
Persistent link: https://www.econbiz.de/10011808384
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The temporal evolution of mispricing in prediction markets
Restocchi, Valerio; McGroarty, Frank; Gerding, Enrico - In: Finance research letters 29 (2019), pp. 303-307
Persistent link: https://www.econbiz.de/10012419128