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. |
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| 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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