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Bajgrowicz, Pierre's
Scholarly Papers
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Total Downloads
1,609 |
Total
Citations
7 |
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Bajgrowicz, Pierre University of Geneva - Graduate School of Business (HEC-Geneva) Scaillet , O. University of Geneva - HEC
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19 Mar 08
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Last Revised:
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25 Jan 12
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1,263
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6
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Technical Trading, False Discovery Rate, Persistence, Transaction Costs
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Bajgrowicz, Pierre University of Geneva - Graduate School of Business (HEC-Geneva) Scaillet , O. University of Geneva - HEC
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15 Feb 09
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Last Revised:
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21 Sep 11
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346
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Jumps, High-Frequency Data, Spurious Detections, Jumps Dynamics, News Releases, Cojumps
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