1

Improving VWAP strategies: A dynamic volume approach

Year:
2008
Language:
english
File:
PDF, 526 KB
english, 2008
2

Measuring the liquidity part of volume

Year:
2015
Language:
english
File:
PDF, 485 KB
english, 2015
5

Intra-day market activity

Year:
1999
Language:
english
File:
PDF, 503 KB
english, 1999