Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6895461 | European Journal of Operational Research | 2016 | 10 Pages |
Abstract
Finally, for a group of well known ETFs, we empirically show how price variations change depending on the volume traded. We also explain how to set up and use our model with real market data.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Marcelo J. Villena, Lorenzo Reus,