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

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Title: Volume-weighted average price tracking: A theoretical and empirical study.
Authors: Mitchell, Daniel1 (AUTHOR) damitche@umn.edu, Białkowski, Jȩdrzej2 (AUTHOR), Tompaidis, Stathis3 (AUTHOR)
Source: IISE Transactions. Aug2020, Vol. 52 Issue 8, p864-889. 26p. 2 Diagrams, 2 Charts, 5 Graphs.
Database: Academic Search Ultimate
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  Data: <searchLink fieldCode="JN" term="%22IISE+Transactions%22">IISE Transactions</searchLink>. Aug2020, Vol. 52 Issue 8, p864-889. 26p. 2 Diagrams, 2 Charts, 5 Graphs.
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RecordInfo BibRecord:
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        Value: 10.1080/24725854.2019.1688896
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      – Code: eng
        Text: English
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        PageCount: 26
        StartPage: 864
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      – TitleFull: Volume-weighted average price tracking: A theoretical and empirical study.
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