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Dynamic trading policies with price impact
He, Hua; Mamaysky, Harry - In: Journal of economic dynamics & control 29 (2005) 5, pp. 891-930
Persistent link: https://www.econbiz.de/10006752628
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ARTICLES - Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1705-1764
Persistent link: https://www.econbiz.de/10006568788
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Estimating the Dynamics of Mutual Fund Alphas and Betas
Mamaysky, Harry; Spiegel, Matthew; Zhang, Hong - In: The review of financial studies 21 (2013) 1, pp. 233-232
Persistent link: https://www.econbiz.de/10010113679
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Asset Prices and Trading Volume under Fixed Transactions Costs
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - In: Journal of political economy 112 (2004) 5, pp. 1054-1090
Persistent link: https://www.econbiz.de/10007645866
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Estimating the Dynamics of Mutual Fund Alphas and Betas
Mamaysky, Harry; Spiegel, Matthew; Zhang, Hong - In: The review of financial studies 21 (2008) 1, pp. 233-264
Persistent link: https://www.econbiz.de/10007917712
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ASSET PRICES AND TRADING VOLUME UNDER FIXED TRANSACTIONS COSTS
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10006978935
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FOUNDATIONS OF TECHNICAL ANALYSIS: COMPUTATIONAL ALGORITHMS, STATISTICAL INFERENCE, AND EMPIRICAL IMPLEMENTATION
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - 2000
Persistent link: https://www.econbiz.de/10006984610