Wheat Futures Trading Volume Forecasting and the Value of Extended Trading Hours
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DOI: 10.22004/ag.econ.290798
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Other versions of this item:
- Joseph P Janzen & Nicolas Legrand, 2019. "Wheat Futures Trading Volume Forecasting and the Value of Extended Trading Hours," Working Papers hal-02962366, HAL.
- Joseph P Janzen & Nicolas Legrand, 2019. "Wheat Futures Trading Volume Forecasting and the Value of Extended Trading Hours," Working Papers hal-02945376, HAL.
References listed on IDEAS
- Bialkowski, Jedrzej & Darolles, Serge & Le Fol, Gaëlle, 2008.
"Improving VWAP strategies: A dynamic volume approach,"
Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1709-1722, September.
- Jedrzej Białkowski & Serge Darolles & Gaëlle Le Fol, 2006. "Improving VWAP strategies: A dynamical volume approach," Documents de recherche 06-08, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Jędrzej Białkowski & Serge Darolles & Gaëlle Le Fol, 2008. "Improving VWAP strategies: A dynamic volume approach," Post-Print hal-02877984, HAL.
- Jedrzej Bialkowski & Serge Darolles & Gaëlle Le Fol, 2008. "Improving VWAP strategies: A dynamic volume approach," Post-Print halshs-00676946, HAL.
- Berkowitz, Stephen A & Logue, Dennis E & Noser, Eugene A, Jr, 1988. " The Total Cost of Transactions on the NYSE," Journal of Finance, American Finance Association, vol. 43(1), pages 97-112, March.
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Keywords
Demand and Price Analysis;NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2019-09-02 (Forecasting)
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