Improving VWAP strategies: A dynamic volume approach

B-Tier
Journal: Journal of Banking & Finance
Year: 2008
Volume: 32
Issue: 9
Pages: 1709-1722

Authors (3)

Bialkowski, Jedrzej (University of Canterbury) Darolles, Serge (Université Paris-Dauphine (Par...) Le Fol, Gaëlle (Université Paris-Dauphine (Par...)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jbfina:v:32:y:2008:i:9:p:1709-1722
Journal Field
Finance
Author Count
3
Added to Database
2026-01-24