Journal of Financial Markets Vol. 13 No. 1 2010

Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration

Ronald J. Balvers^1,2; Yangru Wu^3,2

¹ West Virginia University · ² Central University of Finance and Economics · ³ Rutgers, The State University of New Jersey

DOI

10.1016/j.finmar.2009.07.005

Volume

13

Issue

1

Pages

129-156

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓