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"Volume-weighted average price tracking: A theoretical and empirical study."

Daniel Mitchell, Jedrzej Bialkowski, Stathis Tompaidis (2020)

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DOI: 10.1080/24725854.2019.1688896

access: closed

type: Journal Article

metadata version: 2021-09-16

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  - journals/iiset/MitchellBT20
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Daniel Mitchell, Jedrzej Bialkowski, Stathis Tompaidis:
Volume-weighted average price tracking: A theoretical and empirical study. IISE Trans. 52(8): 864-889 (2020)

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