Slow-moving capital and stock returns
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Publication:5139208
DOI10.1080/14697688.2020.1720276zbMath1454.91315OpenAlexW2767772518MaRDI QIDQ5139208
Publication date: 7 December 2020
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2020.1720276
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Cites Work
- Portfolio choice under transitory price impact
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- Smart Money, Noise Trading and Stock Price Behaviour
- Optimal execution with nonlinear impact functions and trading-enhanced risk
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- On the Theory of the Brownian Motion II
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